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?

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    $\begingroup$ I'm voting to close this question as off-topic because it is purely about programming (without providing a MCV example) and not about Quantitative Finance. $\endgroup$ – skoestlmeier May 3 '19 at 13:28
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    $\begingroup$ I think it's fine, I read it as asking for guidance on how to approach this problem within the context of QuantLib, not for programming help. $\endgroup$ – Bob Jansen May 3 '19 at 14:01
  • $\begingroup$ Maybe the question could be restated without being library specific. E.g. if you consider a long-dated bond, say 30 years, with complicated call schedule, say anyime (American) on or after 5 years, with changing strikes (say par + all remaining coupons). Do you need to calculate the yield for each possible call date to find the worst, or is there a shortcut? $\endgroup$ – Dimitri Vulis May 4 '19 at 14:26

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