Rates Interval

Key Rates Interval of function Terminal Payoff in FX Optionrefers to an optional number that sets the one-sided interval spanned by the terminal fx rates relative to which the payoff is calculated.
It is understood in percentage terms relative to the option's strike, with the latter expressed in currency ratio units according to Rates In Fx Terms
If omitted, the default is 20%, which means that the terminal fx rates are equidistant and span the interval [0.8K , 1.2K]
Applies only if Input Rates = FALSE