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
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