The autocall trigger is the level, usually 100% of the initial fixing and sometimes stepping down over time, at or above which the note is redeemed early on an observation date.
Quantitative Finance · Begrippenlijst
Quantitative Finance · Begrippenlijst
The autocall trigger is the level, usually 100% of the initial fixing and sometimes stepping down over time, at or above which the note is redeemed early on an observation date.