Template:Nutshell Equity Derivatives 5.7: Difference between revisions

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Created page with "Section {{eqderivprov|5.7}}.. “'''{{eqderivprov|Rate of Return}}'''” means, for any {{eqderivprov|Cash Settlement Payment Date}}, a rate the {{isdaprov|Calculation Agent}}..."
 
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Section {{eqderivprov|5.7}}.. “'''{{eqderivprov|Rate of Return}}'''” means, for any {{eqderivprov|Cash Settlement Payment Date}}, a rate the {{isdaprov|Calculation Agent}} determines for the relevant {{eqderivprov|Valuation Date}} using the formula: ''(({{eqderivprov|Final Price}} - {{eqderivprov|Initial Price}})/{{eqderivprov|Initial Price}}) * {{eqderivprov|Multiplier}} (if any)'' <br>
{{eqderivprov|5.7}}. “'''{{eqderivprov|Rate of Return}}'''” on any {{eqderivprov|Cash Settlement Payment Date}} means the rate the {{isdaprov|Calculation Agent}} determines for the {{eqderivprov|Valuation Date}} using the formula: ''(({{eqderivprov|Final Price}} - {{eqderivprov|Initial Price}})/{{eqderivprov|Initial Price}}) * {{eqderivprov|Multiplier}} (if any)'' <br>

Latest revision as of 12:39, 11 May 2022

5.7. “Rate of Return” on any Cash Settlement Payment Date means the rate the Calculation Agent determines for the Valuation Date using the formula: ((Final Price - Initial Price)/Initial Price) * Multiplier (if any)