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Is there anybody has any idea (or any C++ code) to implement the pricer for the CallableFloatingRateBond in QuantLib. I want to discount and forecast the cash flows on the tree using the Hull White stochastic interest rate model. I got some hint previously that I can mimic the implementation of DiscretizedSwap, however, it is vague to me how both discount and forecast curves are used in the implementation.

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