About: Commodore option

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A Commodore option is an exotic option consisting of a number of digital barrier options that pay a coupon if a pre-determined level of the Underlying or Basket of Underlyings is reached. Sometimes the digital barrier increases with the number of years since the trade began. All of the options are active from the start of the trade.

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  • A Commodore option is an exotic option consisting of a number of digital barrier options that pay a coupon if a pre-determined level of the Underlying or Basket of Underlyings is reached. Sometimes the digital barrier increases with the number of years since the trade began. All of the options are active from the start of the trade. (en)
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  • A Commodore option is an exotic option consisting of a number of digital barrier options that pay a coupon if a pre-determined level of the Underlying or Basket of Underlyings is reached. Sometimes the digital barrier increases with the number of years since the trade began. All of the options are active from the start of the trade. (en)
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  • Commodore option (en)
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