Barrier options documentation

Riccardo Ceretti riccardo.ceretti at epsilonsgr.it
Thu Aug 21 12:26:04 CEST 2008


Hi guys,

I just noticed what looks like a typo in the barrier option
documentation.
When you're talking about rebate you say: 
"If the option is a knock-in (knock out), a predetermined cash rabate
may be paid at expiration if the option has not been knocked-in
(knocked-out)"
Do you mean: 
"If the option is a knock-in (knock out), a predetermined cash rabate
may be paid at expiration if the option has not been knocked-in (has
been knocked-out)"
Don't you?

Have a nice day

RC
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