Hello,Real life scenario:I have a callable bond, I price this within a short rate modelling framework (HW, LGM...). There are exercise dates (call dates) and delivery dates (at which the money is paid). I have three curves, an estimation curve, a discounting curve and a funding curve which I use to compute an adjusted calibrated strike. Now, if my final redemption is paid weeks, or even months after the final exercise date. For the final fee (redemption) should I use the discount factor from the exercise date or from the delivery date to compute my calibrated strike?The rational behind this is that my calibrated strike will be affected and therefore my model vol will be affected if I choose this approach. I'm in favour of using the exercise date discount factor. any thoughts on this?K.