Template:Nutshell Equity Derivatives 7.3(d): Difference between revisions

From The Jolly Contrarian
Jump to navigation Jump to search
VisualWikitext
Created page with "{{subst:2002 ISDA Equity Derivatives Definitions 7.3(d)}}"
 
No edit summary
 
Line 1: Line 1:
 
:{{eqderivprov|7.3(d)}} '''{{eqderivprov|Index Option Transaction}}s and {{eqderivprov|Index Forward Transaction}}s''': The {{eqderivprov|Calculation Agent}} will determine the level of the {{eqderivprov|Index}} per the method in the {{eqderivprov|Confirmation}} as of the {{eqderivprov|Valuation Time}} on the {{eqderivprov|Valuation Date}} or, if there is no such method, as the level of the {{eqderivprov|Index}} at the {{eqderivprov|Valuation Time}} on the {{eqderivprov|Valuation Date}}; and <br>
:{{eqderivprov|7.3(d)}} in respect of an {{eqderivprov|Index Option Transaction}} or {{eqderivprov|Index Forward Transaction}}, the level of the {{eqderivprov|Index}} determined by the {{eqderivprov|Calculation Agent}} as provided in the related {{eqderivprov|Confirmation}} as of the {{eqderivprov|Valuation Time}} on the {{eqderivprov|Valuation Date}} or, if no means for determining the {{eqderivprov|Settlement Price}} are so provided, the level of the {{eqderivprov|Index}} as of the {{eqderivprov|Valuation Time}} on the {{eqderivprov|Valuation Date}}; and <br>

Latest revision as of 16:06, 11 May 2022

7.3(d) Index Option Transactions and Index Forward Transactions: The Calculation Agent will determine the level of the Index per the method in the Confirmation as of the Valuation Time on the Valuation Date or, if there is no such method, as the level of the Index at the Valuation Time on the Valuation Date; and
Retrieved from "https://jollycontrarian.com/index.php?title=Template:Nutshell_Equity_Derivatives_7.3(d)&oldid=64066"