Hi-
I am in the process of modelling Target Redemption Forward variant of options. I am looking to map Accumulated Amount (This is the profit cap, if achieved the contract is then terminated). Wondering if there is an Exotic Derivatives spec that I could look at? or if somebody could refer me to the TARN specific models if available?
I checked the CME document but couldn’t determine in ComplexEvents block - https://www.cmegroup.com/trading/global-repository-services/files/cme-repository-trade-reporting-api-fx.pdf
Thanks and appreciate your response.
Regards,
Abde Rangwala