I want to find Boundary conditions for Convertible Bond under Two-factor Model Interest Rate.The portfolio contains stock where stochastic differential equation for the stock price is \begin{align} ds_t=rS_t+\sigma S_tdW_1(t) \end{align} where $sigma$ is constant and dynamics of $r$ as follow \begin{align} dr_t=\kappa(\theta-r_t)dt+\Sigma dW_2(t) \end{align} I was confused.please guide me

I want to find Boundary conditions for Convertible Bond under Two-factor Model Interest Rate.The portfolio contains stock where stochastic differential equation for the stock price is \begin{align} ds_t=rS_t+\sigma S_tdW_1(t) \end{align} where $\sigma$ is constant and dynamics of $r$ as follow \begin{align} dr_t=\kappa(\theta-r_t)dt+\Sigma dW_2(t) \end{align}