Template:Nutshell Equity Derivatives 7.3(e): Difference between revisions

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:{{eqderivprov|7.3(e)}} '''{{eqderivprov|Index Basket Option Transaction}}s and {{eqderivprov|Index Basket Forward Transaction}}s''': the {{isdaprov|Calculation Agent}} will determine an amount for the {{eqderivprov|Basket}} per the method in the {{eqderivprov|Confirmation}} at the {{eqderivprov|Valuation Time}}s on the {{eqderivprov|Valuation Date}} or, if no method is provided, as an amount for the {{eqderivprov|Basket}} equal to the weighted sum of the {{eqderivprov|Relevant Prices}} for the {{eqderivprov|Indices}} in the {{eqderivprov|Basket}}. <br>
:{{eqderivprov|7.3(e)}} in respect of an {{eqderivprov|Index Basket Option Transaction}} or {{eqderivprov|Index Basket Forward Transaction}}, an amount for the {{eqderivprov|Basket}} determined by the {{isdaprov|Calculation Agent}} as provided in the related {{eqderivprov|Confirmation}} as of the relevant {{eqderivprov|Valuation Time}}(s) on the {{eqderivprov|Valuation Date}} or, if no means for determining the Settlement Price are so provided, an amount for the {{eqderivprov|Basket}} equal to the sum of the {{eqderivprov|Relevant Prices}} (weighted or adjusted in relation to each {{eqderivprov|Index}} as provided in the related {{eqderivprov|Confirmation}}) for the {{eqderivprov|Indices}} comprised in the {{eqderivprov|Basket}}. <br>

Latest revision as of 16:08, 11 May 2022

7.3(e) Index Basket Option Transactions and Index Basket Forward Transactions: the Calculation Agent will determine an amount for the Basket per the method in the Confirmation at the Valuation Times on the Valuation Date or, if no method is provided, as an amount for the Basket equal to the weighted sum of the Relevant Prices for the Indices in the Basket.
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