pricing Synthetic Convertible using MBRM Add-in

[Abraham Robinson-3]

Hi

 

We have just downloaded your Universal Convertible Add-in(30-day trial) and installed on my assistant's PC.

 

I can open the MBRM UNIVCONV attached example only.

How can we try out this software to price and simulate our synthetic convertible bond using a 2-factor trinomial recombining Tree and a BDT process? Where's the worksheet to input the values and variables and get the output?

 

We have the mathematical formula etc ready. Just let us know how do we access the required function from your Add-in to do above task.

 

Please give step by step instructions.

 

Regards,

Abraham Robinson

 

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Enrich your life at Yahoo! Canada Finance

[Xavier.Abulker]

Are you sure [hidden email] is the contact list?
I didn't know Quantlib was selling a convertible addin with MBRM.

Abraham Robinson <[hidden email]>
Sent by: [hidden email]

13/04/2006 18:48

To	[hidden email]
cc
Subject	[Quantlib-users] pricing Synthetic Convertible using MBRM Add-in

Hi
 
We have just downloaded your Universal Convertible Add-in(30-day trial) and installed on my assistant's PC.
 
I can open the MBRM UNIVCONV attached example only.
How can we try out this software to price and simulate our synthetic convertible bond using a 2-factor trinomial recombining Tree and a BDT process? Where's the worksheet to input the values and variables and get the output?
 
We have the mathematical formula etc ready. Just let us know how do we access the required function from your Add-in to do above task.
 
Please give step by step instructions.
 
Regards,
Abraham Robinson
 

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Enrich your life at Yahoo! Canada Finance=

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Ce message et toutes les pieces jointes (ci-apres le "message") sont
confidentiels et etablis a l'intention exclusive de ses destinataires.
Toute utilisation ou diffusion non autorisee est interdite. 
Tout message electronique est susceptible d'alteration. 
La FIMAT et ses filiales declinent toute responsabilite 
au titre de ce message s'il a ete altere, deforme ou falsifie.
     ********
This message and any attachments (the "message") are confidential and
intended solely for the addressees.
Any unauthorised use or dissemination is prohibited. 
E-mails are susceptible to alteration.   
Neither FIMAT nor any of its subsidiaries or affiliates 
shall be liable for the message if altered, 
changed or falsified. 

[Ferdinando M. Ametrano-3]

Hi Abraham,

> We have just downloaded your Universal Convertible Add-in(30-day trial) and
> installed on my assistant's PC.
sorry, but QuantLib has no relationship with MBRM UNIVCONV.

ciao -- Nando