Convertible bonds

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Convertible bonds

Dichev, Nikolay (IDS GmbH)

Hi there,
 
I have to implimate a tool for valuation of convertible bonds.
 
Are there anybody who done this before?
 
Best regards,
Niko

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Re: Convertible bonds

Tawanda Gwena
Dear Nikolay,

Your question is very vague. What platforn are you on? Are you working via excel, pure C++, SWIG?

That said, have you looked at the Convertible Bonds example, and also at convertible bonds in the test-suite?


On Apr 9, 2010, at 9:55 AM, Dichev, Nikolay (IDS GmbH) wrote:

Hi there,
 
I have to implimate a tool for valuation of convertible bonds.
 
Are there anybody who done this before?
 
Best regards,
Niko
------------------------------------------------------------------------------
Download Intel® Parallel Studio Eval
Try the new software tools for yourself. Speed compiling, find bugs
proactively, and fine-tune applications for parallel performance.
See why Intel Parallel Studio got high marks during beta.
http://p.sf.net/sfu/intel-sw-dev_______________________________________________
QuantLib-users mailing list
[hidden email]
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------------------------------------------------------------------------------
Download Intel® Parallel Studio Eval
Try the new software tools for yourself. Speed compiling, find bugs
proactively, and fine-tune applications for parallel performance.
See why Intel Parallel Studio got high marks during beta.
http://p.sf.net/sfu/intel-sw-dev
_______________________________________________
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