Reply To: COMM-PHYS Index with Min-Max

Bistra Solakova

Hi Tom, I setup the deal exactly as you did (not on the screenshots) but no matter how I set it up, it comes to the exact same number. Let’s screenshare – you will notice that setting it up in my and in your way is identical. Please also note that I never used the Formula screen and I already read in the documentation that the Floor and Cap in the Commodity Formula screen do not behave as option. I would greatly appreciate it if we could screenshare.
@Israr: Intrinsic model works fine and so do volas = 0 (we get the intrinsic). Could you please pass on my email to Tom so that he could reach to me. Many thanks!

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