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Well, it takes a little more information than you've provided, but here are links to a pdf and associated excel spreadsheet that should help you answer your question.

The major difference is that the equity option embedded in a convertible bond is not detachable from the convert, so that you have to value the bond and the embedded option together. If you want to make a direct comparison with a detachable warrant, you can think of the the embedded option in a convertible bond as having a strike price equal to the value of ...

Tangurena's answer and links give the right idea. You can get a rough approximation by finding the conversion price $K$ and using that $K$ as the strike in a standard Black-Scholes option pricer. In practice, most people work with 3rd party models such as the ones built into Bloomberg, Monis, or Kynex.

The answer is, that it does not matter. Choose one currency as the numeraire, and stick to it. This is because of the foreign exchange interest rate carry arbitrage relationship. If that relationship doesn't hold, skip the bond and lock-in the arbitrage on the interest rate differential embedded in the USD/INR exchange rate.

I can't answer your question about the data, since my sources for data like that are Reuters and Bloomberg, neither of which are cheap. For testing trading strategies, I'll separate them into three camps. For 'simple' optimization schemes, RMetrics fPortfolio can likely do the trick. This would be for weight-based asset allocation. RMetrics also has some ...

Andrew Lo has an analysis documenting the performance of Convertible Bond strategies (see page 13 here). His purpose is to see whether various hedge fund strategies can be replicated by a portfolio of tradeable risk assets. His sample period his 1986-2005.