Calculating convertible bonds with DerivaGem.

Question

How can I calculate the value of a convertible bond with DerivaGem?

Answer 1

You can't calculate convertible bonds with DerivaGem. DerivaGem is an Excel based program developed by A-J Financial Systems that can calculate only the bond price, duration, volatility of the underlying asset (vega) and rate of change (gamma01):

I suggest you contact the developers for further information. You can get in touch with them using (416) 978-3689 phone number.