Re: [Quantlib-users] [EXT] Re: convertible bond model

[Philippe H. <phi...@ex...>]

Thanks. However, I am getting an error as below:


AttributeError: module 'QuantLib' has no attribute 'CallabilityPrice'


Philippe Hatstadt


On Mon, Jul 26, 2021 at 9:23 AM David Duarte <nh...@gm...> wrote:

> 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
>>
>>
>>
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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>.