Excel template icon

Convertible Bonds Excel Template

Analyze convertible bonds with comprehensive pricing models, credit analysis, and conversion strategy tools for fixed income and convertible arbitrage trading.


Get Template View All Templates
Jump to

Master Convertible Bond Analysis with Professional Valuation Tools

Convertible bonds are hybrid securities combining fixed income characteristics with equity upside potential through embedded conversion options. Our Convertible Bonds template provides comprehensive tools to analyze, price, and trade convertible bonds with institutional-quality frameworks for fixed income and convertible arbitrage strategies.

From bond valuation to conversion analysis, optimize convertible trading strategies. Built for fixed income traders, convertible arbitrage funds, and investment professionals, this template helps you analyze convertible bonds, model conversion features, and assess trading opportunities.

excel

Comprehensive Convertible Bond Analysis

Bond Valuation & Pricing

Value convertible bonds with discounted cash flow models, yield-to-maturity calculations, and credit spread analysis. Model bond floor, conversion value, and theoretical fair value with comprehensive fixed income analytics.

Conversion Feature Analysis

Analyze conversion features with conversion ratio calculations, conversion price analysis, and conversion premium assessment. Model conversion timing, forced conversion scenarios, and optimal conversion strategies.

Credit Risk Assessment

Assess credit risk with credit spread analysis, default probability modeling, and recovery rate assumptions. Analyze issuer creditworthiness, bond covenants, and credit migration effects.

Call & Put Provisions

Model callable and putable features with call protection periods, call schedules, and put option analysis. Analyze issuer call strategies and investor put decisions with comprehensive optionality modeling.

Convertible Arbitrage & Trading Strategies

Delta-Neutral Arbitrage

Implement delta-neutral arbitrage strategies with hedge ratio calculations, dynamic hedging, and gamma scalping. Model P&L attribution and risk-adjusted returns with comprehensive arbitrage frameworks.

Volatility Trading

Analyze volatility trading opportunities with implied volatility analysis, volatility surface modeling, and vega exposure management. Implement volatility arbitrage and time decay strategies.

Credit Arbitrage

Identify credit arbitrage opportunities with credit spread analysis, capital structure arbitrage, and credit-equity relative value. Model credit risk premia and cross-asset arbitrage strategies.

Dividend Capture Strategies

Analyze dividend capture strategies with dividend adjustment mechanisms, conversion ratio changes, and dividend protection analysis. Model dividend yield impact and ex-dividend effects.

sourcetable

Frequently Asked Questions

How does it analyze conversion features?

The template analyzes conversion features with conversion ratio calculations, conversion price analysis, and conversion premium assessment. It models conversion timing and optimal conversion strategies.

Can it implement arbitrage strategies?

Yes, the template implements delta-neutral arbitrage strategies with hedge ratio calculations, dynamic hedging, and gamma scalping. It models P&L attribution and risk-adjusted returns.

How does it handle credit risk?

The template assesses credit risk with credit spread analysis, default probability modeling, and recovery rate assumptions. It analyzes issuer creditworthiness and credit migration effects.

Does it model call and put provisions?

The template models callable and putable features with call protection periods, call schedules, and put option analysis. It analyzes issuer call strategies and investor put decisions.

How does it handle volatility trading?

The template analyzes volatility trading opportunities with implied volatility analysis, volatility surface modeling, and vega exposure management. It implements volatility arbitrage strategies.

Checkout what Sourcetable has to offer

Template Generator

Speed up workflows-powered spreadsheet templates.

Charts & Graphs

Create stunning, interactive charts that make data clear.

Spreadsheet Assistant

Generate complex formulas, just describe what you need.

Frequently Asked Questions

If you question is not covered here, you can contact our team.

Contact Us
How do I analyze data?
To analyze spreadsheet data, just upload a file and start asking questions. Sourcetable's AI can answer questions and do work for you. You can also take manual control, leveraging all the formulas and features you expect from Excel, Google Sheets or Python.
What data sources are supported?
We currently support a variety of data file formats including spreadsheets (.xls, .xlsx, .csv), tabular data (.tsv), JSON, and database data (MySQL, PostgreSQL, MongoDB). We also support application data and most plain text data.
What data science tools are available?
Sourcetable's AI analyzes and cleans data without you having to write code. Use Python, SQL, NumPy, Pandas, SciPy, Scikit-learn, StatsModels, Matplotlib, Plotly, and Seaborn.
Can I analyze spreadsheets with multiple tabs?
Yes! Sourcetable's AI makes intelligent decisions on what spreadsheet data is being referred to in the chat. This is helpful for tasks like cross-tab VLOOKUPs. If you prefer more control, you can also refer to specific tabs by name.
Can I generate data visualizations?
Yes! It's very easy to generate clean-looking data visualizations using Sourcetable. Simply prompt the AI to create a chart or graph. All visualizations are downloadable and can be exported as interactive embeds.
What is the maximum file size?
Sourcetable supports files up to 10GB in size. Larger file limits are available upon request. For best AI performance on large datasets, make use of pivots and summaries.
Is this free?
Yes! Sourcetable's spreadsheet is free to use, just like Google Sheets. AI features have usage limits. Users can upgrade to the Pro plan for more credits.
Is there a discount for students, professors, or teachers?
Students and faculty receive a 50% discount on the Pro and Max plans. Email support@sourcetable.com to get your discount.
Is Sourcetable programmable?
Yes. Regular spreadsheet users have full A1 formula-style referencing at their disposal. Advanced users can make use of Sourcetable's SQL editor and GUI, or ask our AI to write Python code for you.
Sourcetable Logo

Enhance Convertible Analysis

Professional convertible bond tools to analyze securities, model conversion features, and optimize trading strategies with comprehensive fixed income frameworks.

Start Convertible Analysis
Drop CSV