Template:2002 ISDA Equity Derivatives Definitions 5.7: Difference between revisions
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Section {{eqderivprov|5.7}}. '''{{eqderivprov|Rate of Return}}'''. “'''{{eqderivprov|Rate of Return}}'''” means, in respect of each {{eqderivprov|Cash Settlement Payment Date}}, a rate determined by the {{isdaprov|Calculation Agent}} as of the relevant {{eqderivprov|Valuation Date}} to which the {{eqderivprov|Cash Settlement Payment Date}} relates on a formula basis as follows:<br> | Section {{eqderivprov|5.7}}. '''{{eqderivprov|Rate of Return}}'''. “'''{{eqderivprov|Rate of Return}}'''” means, in respect of each {{eqderivprov|Cash Settlement Payment Date}}, a rate determined by the {{isdaprov|Calculation Agent}} as of the relevant {{eqderivprov|Valuation Date}} to which the {{eqderivprov|Cash Settlement Payment Date}} relates on a formula basis as follows:<br><br> | ||
(({{eqderivprov|Final Price}} - {{eqderivprov|Initial Price}})/{{eqderivprov|Initial Price}}) * {{eqderivprov|Multiplier}} (if any) <br> | ''(({{eqderivprov|Final Price}} - {{eqderivprov|Initial Price}})/{{eqderivprov|Initial Price}}) * {{eqderivprov|Multiplier}} (if any)'' <br> | ||
Revision as of 12:37, 26 April 2018
Section 5.7. Rate of Return. “Rate of Return” means, in respect of each Cash Settlement Payment Date, a rate determined by the Calculation Agent as of the relevant Valuation Date to which the Cash Settlement Payment Date relates on a formula basis as follows:
((Final Price - Initial Price)/Initial Price) * Multiplier (if any)