KO Obs at Maturity
Key KO Obs at Maturity in ELN Twin Win refers to an optional Boolean that indicates whether a knock-out 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-out observation dates Tᴷᴼ₁ , Tᴷᴼ₂ , ... , Tᴷᴼᵤ as described in ELN Twin Win
TRUE ensures that Tᴷᴼᵤ equals the Last Fixing
The FALSE case is a bit more intricate.
If there exists only one knock-out observation date, the FALSE setting is ignored and the knock-out observation date equals the Last Fixing
Otherwise, the knock-out observation dates Tᴷᴼ₁ , Tᴷᴼ₂ , ... , Tᴷᴼᵤ will not include the Last Fixing
If omitted, the default is FALSE