Add training workflow, datasets, and runbook

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+the products discussed earlier. However, in this case, there is a maximum that the 
+c,1.,;h value can be worth: 20. In other words, there is a ceiling on the value of this 
+1tructured product at maturity. It is exactly like a bull spread with two striking prices, 
+one at 10 and one at 20. In reality, this structured product would have to be evaluat-
+using both striking prices. We'll get to that in a minute. 
+There is another way that the underwriter sometimes states the terms of the 
+structured product, but it is also a bull spread in effect. The prospectus might say 
+something to the effect that the structured product is defined pretty much in the 
+standard way, but that it is callable at a certain (higher) price on a certain date. In 
+uther words, someone else can call your structured product away on that date. In 
+effect, you have sold a call with a higher striking price against your structured prod­
+Ut1:. Thus, you own an imbedded call via the usual purchase of the structured prod­
+uct and you have written a call with a higher strike. That, again, is the definition of a 
+bull spread. 
+When analyzing a product such as this, one must be mindful that there are two 
+calls to price, not only in determining the final value, but more importantly in deter­
+mining where you might expect the structured product to trade during its life, prior 
+to maturity. An option strategist knows that a bull spread doesn't widen out to its max­
+imum profit potential when there is still a lot of time remaining before expiration, 
+unless the underlying rises by a substantial amount in excess of the higher striking 
+price of the spread. Thus, one would expect this type of structured product to behave 
+in a similar manner. 
+The example that will be used in the rest of this section is based on actual "bull 
+spread" structured products of this type that trade in the open marketplace. 
+Example: Suppose that a structured product is linked to the Internet index. The 
+strike price, based on index values, is 150. If the Internet index is below 150 at matu­
+rity, seven years hence, then the structured product will be worth a base value of 10. 
+There is no adjustment factor, nor is there a participation rate factor. So far, this is 
+just the same sort of definition that we've seen in the simpler examples presented 
+previously. The final cash value formula would be simply stated as: 
+Final cash value = 10 x (Final Internet index value/150) 
+However, the prospectus also states that this structured product is callable at a 
+price of 25 during the last month of its life. 
+This call feature means that there is, in effect, a cap on the price of the under­
+lying. In actual practice, the call feature may be for a longer or shorter period of time, 
+and may be callable well in advance of maturity. Those factors merely determine the 
+expiration date of the imbedded call that has been "written."