Convertible Bonds
CONV:<TICKER> <MATURITY DATE> <COUPON> <PRICE> <STRIKE>
Examples
| Symbol |
CONV:IBM 20181210 5.5 102.2 160 |
CONV:TSO 20220410 2.5 98.3 90 |
Fields
| Parameter |
Required |
Description |
<TICKER> |
Yes |
Ticker for the convertible bond issuer (US only) |
<MATURITY DATE> |
Yes |
String in YYYYMMDD format indicating the maturity date for the convertible |
<COUPON> |
Yes |
The coupon for the convertible, expressed as a percent amount |
<PRICE> |
Yes |
The convertible price. Provided to calculate YTM |
<STRIKE> |
Yes |
The convertible strike, expressed as a stock price |
<RATING> |
No |
The bond rating in S&P syntax (e.g., AA, BBB+). 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- |