Convertible Highlights

Comprehensive analytical coverage of domestic and international convertible bonds. The analytics include convertible bond pricing, implied credit spread, implied volatility, and sensitivities to changes in time, stock price, stock volatility, and interest rates. Where applicable, the functions accommodate stepped coupons, various calendars, conversion schedules, put options, call options, credit spreads, dividend payments, dividend protection, and exchange rate dynamics.

See List of Functions