#837·QuantLib

Callable bond further implementation

Author: kbjcap4Created Jun 16, 2020Updated Aug 27, 2026
Labelshelp wanted

It would be great to implement ability for American optionality (looking online this issue has been raised before) but another feature that would be great to have implemented would be to add a notice period such that if you need to give 30 days notice prior to calling a bond that this could be priced in rather than manually having to shift the call schedule back 30 days if youre in the callable period.