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Add support for configurable strike in the AutoCallable #1196

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markus-da opened this issue Jan 22, 2024 · 0 comments
Open

Add support for configurable strike in the AutoCallable #1196

markus-da opened this issue Jan 22, 2024 · 0 comments
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component-structured-product
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release-vnext

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@markus-da
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markus-da commented Jan 22, 2024 •
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If we need this, there is a solution idea here: #1195 (comment)
We would also need tests to verify that it works, ideally both strike above initial fixing (with a suitable callBarrier) and below the initial fixing.
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