KI Obs at Maturity
Key KI Obs at Maturity in ELN Twin Win refers to an optional Boolean that indicates whether a knock-in event may be also observed at maturity, or more precisely at the date associated with the key Last Fixing
It therefore affects the construction of the knock-in observation dates Tᴷᴵ₁ , Tᴷᴵ₂ , ... , Tᴷᴵᵥ as described in ELN Twin Win
TRUE ensures that Tᴷᴵᵥ equals the Last Fixing
The FALSE case is a bit more intricate.
If there exists only one knock-in observation date, the FALSE setting is ignored and the knock-in observation date equals the Last Fixing
Otherwise, the knock-in observation dates Tᴷᴵ₁ , Tᴷᴵ₂ , ... , Tᴷᴵᵥ will not include the Last Fixing
If omitted, the default is FALSE