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From: David D. <nh...@gm...> - 2021-07-26 13:51:27
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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 >>> >>> >>> >>> 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 >>> >> > > > 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>. > > > |