Callable (and putable) corporate or government bond.
When a bond is emphcallable, the issuer may choose to pay the call price to the bond holder and end the life of the contract. class
When a bond is emphputable, the bond holder may choose to force the issuer pay the put price to the bond holder thus ending the life of the contract.
calls: A data.frame of details for each call. It should have the columns call_price and effective_time.puts: A data.frame of details for each put. It should have the columns put_price and effective_time.critical_times(): Important times in the life of this instrument for simulation and grid solversUseful links