FRAGMOS - Structured Products - Child Story 2.2. - structuredFeature 2 : CapFloor

[JBZ-Fragmos]

OVERVIEW

This attributes is designed to represent boundary values, in generic manner – two types :

• when Cap exists as an object attribute, then there is an upside limit,
  which functional meaning is : min of ( Cap ; [object value] )
• when Floor exists as an object attribute, then there is a downside limit
  which functional meaning is : max of ( Floor ; [object value] )

As for other attributes of StructuredFeatures, capFloorBarrier may be attached in various place in the model, as need be, and is of any type e.g. Price or Quantity as relevant, positive or negative, etc. depending the object it is attached to.

CDM TYPE DESCRIPTION

[JBZ-Fragmos]

any item related to this Issue is either closed or re-open under this one :
#2941