Index Adjustment Event - Equity Derivatives Provision: Difference between revisions
Jump to navigation
Jump to search
Amwelladmin (talk | contribs) No edit summary |
Amwelladmin (talk | contribs) No edit summary |
||
Line 1: | Line 1: | ||
''If you are looking at what happens when some of the constituents of an index are disrupted, then you want to visit Section {{eqderivprov|6.3}} concerning {{eqderivprov|Market Disruption Event}}s.'' | ''If you are looking at what happens when some of the constituents of an index are disrupted, then you want to visit Section {{eqderivprov|6.3}} concerning {{eqderivprov|Market Disruption Event}}s.'' | ||
{{nuts|Equity Derivatives|Index Adjustment Event}} | |||
{{eqderivsnap|11.1(b)}} | {{eqderivsnap|11.1(b)}} | ||
====Commentary==== | ====Commentary==== | ||
Revision as of 11:49, 1 December 2015
If you are looking at what happens when some of the constituents of an index are disrupted, then you want to visit Section 6.3 concerning Market Disruption Events.
Index Adjustment Event in a Nutshell™ (Equity Derivatives edition)
Template:Nutshell Equity Derivatives Index Adjustment Event