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Template:Equity swaps versus forwards: Difference between revisions
Template:Equity swaps versus forwards (view source)
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{{eqderivprov|Final Price}} is defined in Article {{eqderivprov|5}} of the {{eqdefs}} and is germane therefore to {{eqderivprov|Equity Swap Transaction}}s only and not, say, {{eqderivprov|Forward Transaction}}s (which, circuitously, rely instead on {{eqderivprov|Relevant Price}}, albeit defined in a similar way). | {{eqderivprov|Final Price}} is defined in Article {{eqderivprov|5}} of the {{eqdefs}} and is germane therefore to {{eqderivprov|Equity Swap Transaction}}s only and not, say, {{eqderivprov|Forward Transaction}}s (which, circuitously, rely instead on {{eqderivprov|Relevant Price}}, albeit defined in a similar way). | ||
The {{eqderivprov|Final Price}} also has separately broken-out scenarios for {{eqderivprov|Basket}} {{eqderivprov|Transaction}}s (being just the weighted sums of the individual components in the basket). {{eqderivprov|Relevant Price}} doesn't bother to break these out — whether that is a function of the fact that Share Basket Forwards behave differently to Basket | The {{eqderivprov|Final Price}} also has separately broken-out scenarios for {{eqderivprov|Basket}} {{eqderivprov|Transaction}}s (being just the weighted sums of the individual components in the basket). {{eqderivprov|Relevant Price}} doesn't bother to break these out — whether that is a function of the fact that [[Share Basket Forward Transaction - Equity Derivatives Provision|Share Basket Forwards]] behave differently to {{eqderivprov|Basket Swap}}s, or just because the drafting committee was losing the will to live, is a question to which we have not yet got to the bottom. | ||
Don’t hold your breath. | |||