Re: [Quantlib-dev] Proposed change to Convertible Bond model

[John M. <jwm...@ya...>]

Sorry, I meant that it only happens at each call date. I played with values
between 1.2 and 1, as well as using a standard call. For a specific call
schedule and inputs (though this worked with other call schedules), the trigger
at 1.2 significantly increased the result (way beyond expected values), while
using no trigger was much lower (lower than expected). The difference in price
was around ~15%.