  We give a simple algorithm to incorporate the effects of resets in
convertible bond prices, without having to add an extra factor to take into
account the value of the reset. Furthermore we show that the effect of a notice
period, and additional make-whole features, can be treated in a straightforward
and simple manner. Although we present these results with the stockprice driven
by geometric Brownian and a deterministic interest term structure, our results
can be extended to more general cases, e.g. stochastic interest rates.
