The reason why a tree cannot be displayed for down-and-out put options for currencies using the "DerivaGem" program on Windows is not specified. Please provide more details or contact the program's support for further assistance.
How can I calculate the value of a convertible bond with DerivaGem?
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Answer by
Pete Clapp
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.
The reason why a tree cannot be displayed for down-and-out put options for currencies using the "DerivaGem" program on Windows is not specified. Please provide more details or contact the program's support for further assistance.
If yes, how do i do that and from where i can get the data?
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):
Click to viewI suggest you contact the developers for further information. You can get in touch with them using (416) 978-3689 phone number.