OTC Derivatives Pricing Models

TOPS Convertibles

Based on a state-of-the-art two factor model that is also arbitrage free. Convertible bonds with puts and calls (including call schedules and put schedules) with constant or changing strikes, and step-up or step-down coupons are easily accommodated.

All models satisfy requirements for ASC 815, FASB 133, FAS 157, IAS 39 and CICA 3865. Customized TOPS deal entry and deal valuation screens come with the purchase of each model. Models may be purchased separately, as an entire suite, or as a partial suite. Ask about our generous Multiple Model Discount Program.

TOPS Convertibles Model List:

Convertible