For one call date,
The call probability is just the probability that the swap rate for the remaining life of the swap is below the strike rate. This is easily obtainable in a normal vol model, it is : N((Strike−ForwardRate)/NormVol∗Sqrt(T)) where T is time from now until call date, where N is the cumulative Normal distribution.
I just want to know How can we apply this formula when we have multiple callable dates? For exemple each year on a 10Y maturity.