Convertible bond with exercise into stock
The number of shares, per bond, that result from exercise
The level of dividend protection (if any) specified in terms and conditions
exercise_decision(v, S, t, discount_factor_fctn = discount_factor_fcn, ...)
Find indexes where hold value v will be inferior to conversion value at each stock price level in S, adjusted to include all past coupons
optionality_fcn(v, S, t, discount_factor_fctn = discount_factor_fcn, ...)
Return the greater of hold value v or exercise value at each stock price level in S. If the given date is beyond maturity, return value at maturity.
Return a terminal value. defaults to simply calling optionality_fcn.
update_cashflows(small_t, big_t, discount_factor_fctn = discount_factor_fcn, include_notional = TRUE, ...)
Update last_computed_cash and return cashflow information for the given time period, valued at big_t
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