Format:
EXCH:<TICKER> <MATURITY DATE> <COUPON> <PRICE> <STRIKE> <TICKER>
Example:
EXCH:AEGR 20190815 2.0 79.47 200.7347 NVLN
<TICKER> Ticker for issuer of exchangeable (US only).
<MATURITY DATE>: String in YYYYMMDD format indicating the maturity date for the bond.
<COUPON>: The coupon for the exchangeable, expressed as a percent amount.
<PRICE>: The exchangeable price.
<STRIKE>: The exchangeable Strike, expressed as a stock price of the company the bond converts to.
<TICKER>: The ticker of the company that the the bond converts to.
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., [EXCH:AEGR 20440317 7.25 99.396 BB-].
The price is provided to calculate YTM.