Calculation Period - Equity Derivatives Provision: Difference between revisions
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| {{eqderivanat|6.2}}
| | #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).
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| You may see one on the Floating leg of an Equity Swap though - that will be a reference to the [[2006 ISDA Definitions]].
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Latest revision as of 17:48, 9 March 2020