Template:EUA Annex Close-out Cost of Carry Amount: Difference between revisions
Jump to navigation
Jump to search
Amwelladmin (talk | contribs) (Created page with "'''{{euaprov|Close-out Cost of Carry Amount}}''': Means an amount in EUR equal to: (a) the {{euaprov|Close-out Cost of Carry Rate}}; multiplied by: (b)(i) in respect of an {{e...") |
(No difference)
|
Revision as of 15:59, 12 July 2022
Close-out Cost of Carry Amount: Means an amount in EUR equal to: (a) the Close-out Cost of Carry Rate; multiplied by: (b)(i) in respect of an Allowance Forward Transaction, the Allowance Purchase Price; or (ii) in respect of an Allowance Option Transaction, the Allowance Strike Price; multiplied by: (c) the Close-out Cost of Carry Delay, divided by (d) 360.