Convert button in custom module?

Convert button in custom module?

I have two separate types of leads. One is leads for sales which I have in the leads module, and the other is leads for recruiting which i have created a module called "candidates".  With the leads module i can easily convert to deals.

I noticed when I create Candidates module it does not give me an option to convert to another module.  In this case i want to create another custom module to convert the candidates to called "agents".  How can i go about doing this or is this not possible?