Equity derivative: Difference between revisions
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====Types of equity derivative==== | ====Types of equity derivative==== | ||
*Equity | *[[Equity swap]] contracts, which are generally [[total return swap]]s and related [[index swap]] contracts | ||
*{{eqderivprov|Option}} contracts | *{{eqderivprov|Option}} contracts | ||
*{{eqderivprov|Forward}} contracts | *{{eqderivprov|Forward}} contracts | ||
Revision as of 18:38, 12 November 2012
An equity derivative is a derivative contract that references the performance of one or more equities, or equity indices. Where more than one Share or Index is referenced, the technical term is a Basket.
It is most usually documented under the 2002 ISDA Equity Derivatives Definitions, and the place you should immediately visit is the Equity Derivatives Anatomy.
Types of equity derivative
- Equity swap contracts, which are generally total return swaps and related index swap contracts
- Option contracts
- Forward contracts