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In the sample code from convertableBonds, can anyone tell me what the 1.20 trigger parameter represents?
// Load call schedules
for (Size i=0; i<LENGTH(callLength); i++) {
callability.push_back(
boost::shared_ptr<Callability>(
new SoftCallability(Callability::Price(
callPrices[i],
Callability::Price::Clean),
schedule.date(callLength[i]),
1.20))); // <-- what is 1.20 for??
}
Thanks
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