Format:
CONV:<TICKER> <MATURITY DATE> <COUPON> <PRICE> <STRIKE>
Examples:
CONV:IBM 20181210 5.5 102.2 160
CONV:TSO 20220410 2.5 98.3 90
<TICKER> Ticker for issuer of convertible (US only).
<MATURITY DATE>: String in YYYYMMDD format indicating the maturity date for the convertible.
<COUPON>: The coupon for the convertible, expressed as a percent amount.
<PRICE>: The convertible price.
<STRIKE>: The convertible Strike, expressed as a stock price.
Optional Field:
<RATING>: The bond rating formatted in S&P rating syntax e.g., AA, BBB+, etc. Used when the issuer curve is not available or multiple ratings exist for an issuer, e.g., [CONV:IBM 20440317 7.25 99.396 BB-].
The price is provided to calculate YTM.