I broke my calipers brake's screw inside of the caliper! New caliper needed? or what can I do?

I came to open the caliper to put on my new brakes and I broke the screw inside of the caliper. It's still holding on, but I can see the screw or where it broke off. have of the screw just fell out the rest is inside the hole, I can't see anything. Do I need to replace the whole caliper?