Template:2002 ISDA Equity Derivatives Definitions Section 11.1 TOC: Difference between revisions

From The Jolly Contrarian
Jump to navigation Jump to search
No edit summary
No edit summary
 
(4 intermediate revisions by the same user not shown)
Line 1: Line 1:
====Section {{eqderivprov|11.1}} {{eqderivprov|Adjustments to Indices}}====
Section {{eqderivprov|11.1}} '''{{eqderivprov|Adjustments to Indices}}''' <br>
{{eqderivprov|11.1(a)}} ('''{{eqderivprov|Successor Indices}}''') <br>
:{{eqderivprov|11.1(a)}} ('''{{eqderivprov|Successor Indices}}''') <br>
{{eqderivprov|11.1(b)}} ("'''{{eqderivprov|Index Adjustment Event}}s'''") <br>
:{{eqderivprov|11.1(b)}} ('''{{eqderivprov|Index Adjustment Event}}s''') <br>
{{eqderivprov|11.1(b)(A)}} ("'''{{eqderivprov|Calculation Agent Adjustment}}'''")<br>
::{{eqderivprov|11.1(b)(A)}} ('''{{eqderivprov|Calculation Agent Adjustment (Adjustment Events)}}''')<br>
{{eqderivprov|11.1(b)(B)}} ("'''{{eqderivprov|Negotiated Close-out}}'''")<br>
::{{eqderivprov|11.1(b)(B)}} ('''{{eqderivprov|Negotiated Close-out (Adjustment Events)}}''')<br>
{{eqderivprov|11.1(b)(C)}} ("'''{{eqderivprov|Cancellation and Payment}}'''") <br>
::{{eqderivprov|11.1(b)(C)}} ('''{{eqderivprov|Cancellation and Payment (Adjustment Events)}}''') <br>

Latest revision as of 10:00, 17 May 2022