After defining a CallableFixedRateBond object in QuantLib, I can calculate YTM (yield-to-maturity) right now. I'm using Python so the function is bondYield().
Is there any way to calculate YTW (yield-to-worst) in QuantLib? One way is to loop through all callable dates and calculate yield assuming the bond will be called at exact that date. Then take minimum of them. Is there a more straightforward way to do that?