Option J | 12d | (Rate) |
Mandatory in conditional (see rule C14) sequence F
This field specifies the knock-in or knock-out level of the barrier option. For double barriers, this field specifies the upper level, for knock-in knock-out (KIKO) barriers this is the knock-in barrier and for knock-out knock-in barriers (KOKI) this is the knock-out barrier .
The integer part of Rate must contain at least one digit. A decimal comma is mandatory and is included in the maximum length (Error code(s): T40,T43).