Convertible bond with exercise into stock
class
conversion_ratio: The number of shares, per bond, that result from exercisedividend_ceiling: The level of dividend protection (if any) specified in terms and conditionsexercise_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 couponsoptionality_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.terminal_values(v, ...): 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_tUseful links