QPR-13725 Doc

Author: sebastien.bouvard

Docs/UserGuide/tradedata/rainbow_option.tex

@@ -2012,9 +2012,7 @@ \subsubsection*{Worst Performance Rainbow Option 07}
   sub-node with any positive number, as a percentage of the initial prices expressed in decimal form.
   \item{}[event] \lstinline!DeterminationDates!: Knock-out determination dates, and trigger
   determination dates. \\
-  Allowable values: See Section \ref{ss:schedule_data} ScheduleData, or DerivedSchedule (see ore/Docs/ScriptedTrade) if
-  derived from \lstinline!SettlementDates! or \lstinline!FixingSchedule!. The number of determination dates should
-  match the number of settlement and fixing dates.
+  Allowable values: See Section \ref{ss:schedule_data} ScheduleData.
   \item{}[event] \lstinline!ObservationSchedule!: The schedule defining the observation dates for determining price lock-ins. \\
   Allowable values: See Section \ref{ss:schedule_data}.
   \item{}[event] \lstinline!ObservationDate!: The date on which the final levels of the assets are determined. \\

Docs/UserGuide/tradedata/scriptedtrades.tex

@@ -2625,7 +2625,7 @@ \subsubsection{Best of Airbag}
   IF {worstUnderlyingFinalPrice < StrikePrices[worstUnderlying]} THEN
     deliverableAsset = Quantity/StrikePrices[worstUnderlying];
     roundAmount = round(deliverableAsset,0);
-    payoff = worstUnderlyingFinalPrice * roundAmount;
+    payoff = worstUnderlyingFinalPrice * roundAmount - Quantity;
   ELSE
     payoff = Quantity*max(BonusCoupon, worstPerformance - 1);
   END;