Price Convertible Bonds
Convertible bond pricing with fixed or variable coupon
rates
A convertible bond is a type of bond that the holder can convert into a specified number of shares of common stock in the issuing company. It is a hybrid security with debt- and equity-like features. This toolbox provides functionality to price, compute sensitivity, and perform hedging analysis for convertible bonds using lattice models.
Functions
Topics
- Supported Equity Derivative Functions
Equity derivative instrument functions supported by Financial Instruments Toolbox™.