Serving the Quantitative Finance Community
Hybrid IR/equity derivative embedded in retail structure?
hi,does anyone have an example for a retail product (equity/ir linked note or option) withan explicit embedded hybrid ir/equity derivative?(other than autocallables, e.g.)e.g. something like payoff = 100 x (1+part x max( average CMS(n), average perf. of SX5E))^T(just as an example)thanks & cheers, f.
Hybrid IR/equity derivative embedded in retail structure?
nothing?if not, why not?