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Range Accrual Option. An option that accrues in value for each day that the reference index rate remains within a specified range (known as the accrual range).

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A range accrual can be seen as a strip of binary options, at least at the strikes implied by the range. If furthermore the range accrual is callable,

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All Binary Options Brokers Reviewed The broker will issue a variety of prices and you must determine if the price of the asset will remain in the given range or

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2010-04-16 · Range Accrual Notes A Range binary option The days in range is defined to be the number of days during the accrual period that the spot Libor

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2004-12-03 · Risks Of A Callable Range Accrual. as the index used for the binary option at t i is paid at the first payment date after t i,

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Accrual Option. An option on an option which is made up of a strip of European digital or binary options. In this type of option, a fixed payout is made on the

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