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Calculating convertible bonds with DerivaGem.

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asked by (120 points) about DerivaGem
edited by

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

1 Answer

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answered by (193k points)

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):

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

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