Carry out detailed multi-stage calculations for such types of data as credit derivatives and interest rate derivatives...
— How can I calculate the value of a convertible bond with DerivaGem?
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. Read more