ConvB is powered by data from Thomson Reuters (Refinitiv) with universal coverage
Uses a system of Partial Differential Equations (PDE’s) which are solved with the Crank-Nicholson and Implicit methods. The grid is determined by the specific bond at hand and is adaptable.
The user does not have to install anything on their site.
There is an API that allows out clients to use the software.
Universal with the latest convertible bond features supported.
We are the first company to offer convertible pricing as a software as a service (SaaS)