Does OG support bonds with embedded options (callable/puttable)? I couldn’t find any classes in the existing OG-Analytics to do that. Please let me know. Thanks.
Sadly, we don’t support these types of instruments at the moment, nor do we have any immediate (i.e. within the next few months) plans to add them. However, development is proceeding apace, and priorities can always change, so we will keep you informed.