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

[David D. <nh...@gm...>]

Just replace:

callability_price  = ql.CallabilityPrice(call_price,
ql.CallabilityPrice.Clean)

with:

callability_price = ql.BondPrice(call_price, ql.BondPrice.Clean)



On Mon, 26 Jul 2021 at 14:40, Philippe Hatstadt <
phi...@ex...> wrote:

> 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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>>>
>>>
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>>
>
>
> 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>.
>
>
>