Structured Products: How do they do it? Look at this one for example: https://derivative.credit-suisse.com/pdf/product/04/11760704/11760704_productflash_EN.pdf They pay 3-month US-Libor rates quaterly with a minimum of 2% and a maxmum of 5.5% Or this one: https://derivative.credit-suisse.com/pdf/product/01/11724101/11724101_productflash_EN.pdf It's a certificate on S&P500 with a barrier at 55% of the starting price. If the S&P500 doesn't reach the barrier they pay 100% of the index performance with a minimum redemption of 110%. If the index reaches the barrier there is no minimum redemption. How do they do it? What's the role of the barrier and how do they compute its level? What's their comission in this product? And finally this one: https://derivative.credit-suisse.com/pdf/product/13/11724113/11724113_productflash_EN.pdf This one is a bit different. It has three stocks as underlying. They pay a coupon of 13.5% p.a. If none of the three stocks reaches its barrier (69%) you get 100% of your capital back. If a stock reaches its barrier and closes under it you recieve shares of the worst performing stock.