A bond with several call dates has several possible yields. Yield to worst runs yield-to-call for each date plus yield-to-maturity, then takes the minimum. It assumes the issuer does whatever hurts you most, which is a reasonable assumption because the option belongs to them.
High-yield indices quote YTW rather than YTM for exactly this reason. Most high-yield bonds are callable, so the maturity-based number is fiction.
Example: a bond shows YTM 8.2%, yield to first call 6.1%, yield to second call 7.0%. Yield to worst is 6.1%, and that is what belongs in your spreadsheet.
Related: yield-to-call, yield-to-maturity, callable-bond, high-yield