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}