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

From The Jolly Contrarian
Jump to navigation Jump to search
← Older editNewer edit →
VisualWikitext
No edit summary
No edit summary
Line 1: Line 1:
====Section {{eqderivprov|11.1}} {{eqderivprov|Adjustments to Indices}}====
====Section {{eqderivprov|11.1}} {{eqderivprov|Adjustments to Indices}}====
{{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 (Adjustment Events)}}'''")<br>
{{eqderivprov|11.1(b)(A)}} ('''{{eqderivprov|Calculation Agent Adjustment (Adjustment Events)}}''')<br>
{{eqderivprov|11.1(b)(B)}} ("'''{{eqderivprov|Negotiated Close-out (Adjustment Events)}}'''")<br>
{{eqderivprov|11.1(b)(B)}} ("'''{{eqderivprov|Negotiated Close-out (Adjustment Events)}}''')<br>
{{eqderivprov|11.1(b)(C)}} ("'''{{eqderivprov|Cancellation and Payment (Adjustment Events)}}'''") <br>
{{eqderivprov|11.1(b)(C)}} ('''{{eqderivprov|Cancellation and Payment (Adjustment Events)}}''') <br>

Revision as of 13:22, 6 April 2018

Section 11.1 Adjustments to Indices

11.1(a) (Successor Indices)
11.1(b) (Index Adjustment Events)
11.1(b)(A) (Calculation Agent Adjustment (Adjustment Events))
11.1(b)(B) ("Negotiated Close-out (Adjustment Events))
11.1(b)(C) (Cancellation and Payment (Adjustment Events))

Retrieved from "https://jollycontrarian.com/index.php?title=Template:2002_ISDA_Equity_Derivatives_Definitions_Section_11.1_TOC&oldid=22196"