Template:Nutshell GMRA 2000 2(ii): Difference between revisions
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Amwelladmin (talk | contribs) Created page with "{{gmraprov|2(ii)}} The '''{{gmraprov|Price Differential}}''' for any {{gmraprov|Transaction}} is ''{{gmraprov|Pricing Rate}} * {{gmraprov|Purchase Price}} * the relevant day..." |
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{{gmraprov|2(ii)}} The '''{{gmraprov|Price Differential}}''' for any {{gmraprov|Transaction}} is ''{{gmraprov|Pricing Rate}} * {{gmraprov|Purchase Price}} * | {{gmraprov|2(ii)}} The '''{{gmraprov|Price Differential}}''' for any {{gmraprov|Transaction}} is ''{{gmraprov|Pricing Rate}} * {{gmraprov|Purchase Price}} * [[day count fraction]]'' for the actual number of days from (and including) the {{gmraprov|Purchase Date}} to (but excluding) the earlier of the calculation date and the {{gmraprov|Repurchase Date}}; <br> | ||
Revision as of 11:59, 13 November 2019
2(ii) The Price Differential for any Transaction is Pricing Rate * Purchase Price * day count fraction for the actual number of days from (and including) the Purchase Date to (but excluding) the earlier of the calculation date and the Repurchase Date;