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Martin Sjogrenjenkins
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Docs: corrected references to accumulator in windowbarrieroption
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Docs/UserGuide/tradedata/window_barrieroption.tex

Lines changed: 7 additions & 7 deletions
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@@ -55,14 +55,14 @@ \subsubsection{Window Barrier Option}
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\item Currency: The payout currency. The result of the payout formula above is treated to be in this currency. Note that
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for (non-quanto) FxWindowBarrierOption this should be the domestic (\lstinline!CCY2!) currency. For non-quanto Equity-
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and CommodityAccumulators this should be the currency the equity or commodity is quoted in. Notice section
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and CommodityWindowBarrierOptions this should be the currency the equity or commodity is quoted in. Notice section
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\ref{sss:payccy_st}. \\
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Allowable values: See Table \ref{tab:currency} \lstinline!Currency!.
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\item FixingAmount: The notional amount. For FxAccumulators: The FixingAmount is expressed in the foreign currency
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(\lstinline!CCY1!). For EquityAccumulators: The FixingAmount is expressed as number of shares/units of the underlying
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equity or equity index. For CommodityAccumulators: The FixingAmount is expressed as number of units of the underlying
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\item FixingAmount: The notional amount. For FxWindowBarrierOptions: The FixingAmount is expressed in the foreign currency
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(\lstinline!CCY1!). For EquityWindowBarrierOptions: The FixingAmount is expressed as number of shares/units of the underlying
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equity or equity index. For CommodityWindowBarrierOptions: The FixingAmount is expressed as number of units of the underlying
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commodity. \\
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Allowable values: Any positive real number.
@@ -84,10 +84,10 @@ \subsubsection{Window Barrier Option}
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number. The currency provided in this node may be quoted as corresponding minor currency to the underlying major
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currency.
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\item Strike [Optional]: For FxAccumulators: The the fx strike rate is defined as amount in domestic currency
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(\lstinline!CCY2!) for one unit of foreign currency (\lstinline!CCY1!). For Equity- and CommodityAccumulators: The
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\item Strike [Optional]: For FxWindowBarrierOptions: The the fx strike rate is defined as amount in domestic currency
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(\lstinline!CCY2!) for one unit of foreign currency (\lstinline!CCY1!). For Equity- and CommodityWindowBarrierOptions: The
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strike value for one unit/share/contract of the underlying equity or commodity, expressed in the currency the equity
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or commodity is quoted in. For EquityAccumulators, the \lstinline!StrikeData! node (see above) should be used. \\
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or commodity is quoted in. For EquityWindowBarrierOptions, the \lstinline!StrikeData! node (see above) should be used. \\
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Allowable values: Any positive real number.
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