Assertion: convertible bond's value | /r/CapableOf | capture exercise behavior
Facets:
value: at each point
type: TEMPORAL
value: in the option's life
type: LOCATION
Source sentences:
text: These values are typically found using a tree-based model, built for the entire yield curve, and therefore capturing exercise behavior at each point in the option's life as a function of both time and interest rates; see Lattice model (finance) #Interest rate derivatives.