ENH: Adding support for valuation of callable bonds

[dbojanin]

Hi @attack68,

I looked over the documentation and didn't see any support for passing in call dates/call prices for fixed income bonds with a call feature. Can we add support for this feature?

[attack68]

Hi, this is on the agenda, but it wont be imminent. Need to figure out a consistent way of calibrating vol surfaces and vol cubes for rates markets before extending these to price callable features.

It is probably quicker for users to implement their own ad hoc callable extensions with their own pricing model.

I.e. Callable bond price = Regular Bond price (from rateslib) - Callable option value (user determined option value).