Template:2002 ISDA Equity Derivatives Definitions 7.3(e): Difference between revisions

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{{eqderivprov|7.3(e)}} in respect of an {{eqderivprov|Index Basket Option Transaction}} or {{eqderivprov|Index Basket Forward Transaction}}, <br>an amount for the {{eqderivprov|Basket}} determined by the {{isdaprov|Calculation Agent}} as provided in the related {{eqderivprov|Confirmation}} as <br>of the relevant {{eqderivprov|Valuation Time}}(s) on the {{eqderivprov|Valuation Date}} or, if no means for determining the Settlement <br>Price are so provided, an amount for the {{eqderivprov|Basket}} equal to the sum of the {{eqderivprov|Relevant Prices}} (weighted or <br>adjusted in relation to each {{eqderivprov|Index}} as provided in the related {{eqderivprov|Confirmation}}) for the {{eqderivprov|Indices}} comprised in <br>the {{eqderivprov|Basket}}. <br>
:{{eqderivprov|7.3(e)}} in respect of an {{eqderivprov|Index Basket Option Transaction}} or {{eqderivprov|Index Basket Forward Transaction}}, an amount for the {{eqderivprov|Basket}} determined by the {{isdaprov|Calculation Agent}} as provided in the related {{eqderivprov|Confirmation}} as of the relevant {{eqderivprov|Valuation Time}}(s) on the {{eqderivprov|Valuation Date}} or, if no means for determining the Settlement Price are so provided, an amount for the {{eqderivprov|Basket}} equal to the sum of the {{eqderivprov|Relevant Prices}} (weighted or adjusted in relation to each {{eqderivprov|Index}} as provided in the related {{eqderivprov|Confirmation}}) for the {{eqderivprov|Indices}} comprised in the {{eqderivprov|Basket}}. <br>

Latest revision as of 12:48, 10 May 2018

7.3(e) in respect of an Index Basket Option Transaction or Index Basket Forward Transaction, an amount for the Basket determined by the Calculation Agent as provided in the related Confirmation as of the relevant Valuation Time(s) on the Valuation Date or, if no means for determining the Settlement Price are so provided, an amount for the Basket equal to the sum of the Relevant Prices (weighted or adjusted in relation to each Index as provided in the related Confirmation) for the Indices comprised in the Basket.