Template:Nutshell Equity Derivatives 6.7(c)(ii): Difference between revisions

From The Jolly Contrarian
Jump to navigation Jump to search
VisualWikitext
Created page with "{{subst:2002 ISDA Equity Derivatives Definitions 6.7(c)(ii)}}"
 
No edit summary
 
Line 1: Line 1:
 
::{{eqderivprov|6.7(c)(ii)}} “'''{{eqderivprov|Postponement}}'''”, then Section {{eqderivprov|6.6}} will apply when determining the relevant level on that {{eqderivprov|Averaging Date}} as if it were a disrupted {{eqderivprov|Valuation Date}} whether or not the deferred {{eqderivprov|Averaging Date}} would fall on a date that already is an {{eqderivprov|Averaging Date}}; or <br>
::{{eqderivprov|6.7(c)(ii)}} “'''{{eqderivprov|Postponement}}'''”, then Section {{eqderivprov|6.6}} will apply for purposes of determining the relevant level, price or amount on that {{eqderivprov|Averaging Date}} as if such {{eqderivprov|Averaging Date}} were a {{eqderivprov|Valuation Date}} that was a {{eqderivprov|Disrupted Day}} irrespective of whether, pursuant to such determination, that deferred {{eqderivprov|Averaging Date}} would fall on a date that already is or is deemed to be an Averaging Date for the {{isdaprov|Transaction}}; or <br>

Latest revision as of 15:20, 11 May 2022

6.7(c)(ii) “Postponement”, then Section 6.6 will apply when determining the relevant level on that Averaging Date as if it were a disrupted Valuation Date whether or not the deferred Averaging Date would fall on a date that already is an Averaging Date; or
Retrieved from "https://jollycontrarian.com/index.php?title=Template:Nutshell_Equity_Derivatives_6.7(c)(ii)&oldid=64038"