Template:Nutshell Equity Derivatives 6.8(d): Difference between revisions
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Amwelladmin (talk | contribs) (Created page with ":{{eqderivprov|6.8(d)}} '''{{p|eq|Adjustments of the Exchange-traded Contract (Futures Price Valuation)|Adjustments of the Exchange-traded Contract}}'''. Without duplicating S...") |
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Latest revision as of 14:37, 26 September 2019
- 6.8(d) Adjustments of the Exchange-traded Contract. Without duplicating Section 11.1 (which takes priority), if the Exchange-traded Contract is changed by the Exchange, the Calculation Agent will, if necessary, adjust the Strike Price, Number of Options, Initial Price, Forward Price, Forward Floor Price, Forward Cap Price, Knock-in Price, Knock-out Price or any other relevant variable to preserve the economic equivalent of any payments by the parties under the Transaction required after the date of the change.