At maturity the final level of the index will be compared to the initial level. If the final level is above the initial level, a return of 1% for every 1% rise in the index will be paid. If the index does not fall by more than 45% at any time during its term, then a return of 1% will be paid for each 1% decline.
To continue reading...
If you have access through Open Athens you can login here