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Answered
Spread parameter in convertible bond pricing functions (cbondbycrr, cbondbyeqp, cbondbystt, cbondbyitt)
Based on Matlab's own example (run openExample('fininst/PriceaConvertibleBondUsingaCRRTreeExample')), the spread to put in the f...
Spread parameter in convertible bond pricing functions (cbondbycrr, cbondbyeqp, cbondbystt, cbondbyitt)
Based on Matlab's own example (run openExample('fininst/PriceaConvertibleBondUsingaCRRTreeExample')), the spread to put in the f...
9 years ago | 0
