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From: David D. <nh...@gm...> - 2021-07-26 13:23:47
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Yes, here is an example: http://gouthamanbalaraman.com/blog/value-convertible-bond-quantlib-python.html On Mon, 26 Jul 2021 at 14:19, Philippe Hatstadt < phi...@ex...> wrote: > Does QL have a convertible bond model of any sort? Looking for something > simple enough, not making markets so approximate would be good enough. > > Philippe Hatstadt > > > > Broker-Dealer services offered through Exos Securities LLC, member of SIPC > <http://www.sipc.org/> / FINRA <http://www.finra.org/> / BrokerCheck > <https://brokercheck.finra.org/>/ 2021 Exos, inc. For important > disclosures, click here > <https://www.exosfinancial.com/general-disclosures>. > > > _______________________________________________ > QuantLib-users mailing list > Qua...@li... > https://lists.sourceforge.net/lists/listinfo/quantlib-users > |