Calculation Period - Equity Derivatives Provision: Difference between revisions

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(Created page with "{{eqderivanat|Valuation Date}} Ok so this is a bit of a trick question. There is ''no'' “Calculation Period” in the {{eqderivdefs}} — that is instead defined in the 20...")
 
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{{eqderivanat|Valuation Date}}
#redirect[[Valuation Date - Equity Derivatives Provision]]
Ok so this is a bit of a trick question. There is ''no'' “Calculation Period” in the {{eqderivdefs}} — that is instead defined in the [[2006 ISDA Definitions]]. In the {{eqderivdefs}}, the periods for Equity calculations are handled by the Valuation Date concept. That in turn determines  the {{eqderivprov|Cash Settlement Payment Date}} (for cash-settled {{eqderivprov|Equity Swap Transaction}}s) and Settlement Date (for [[Physical settlement|physically settled]] ones).
 
You may see one on the Floating leg of an Equity Swap though - that will be a reference to the [[2006 ISDA Definitions]].

Latest revision as of 17:48, 9 March 2020

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