Calculation Agent: Difference between revisions
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The | The ISDA Schedule does contain an election for {{isdaprov|Calculation Agent}} but, curiously, the term isn't otherwised defined or used in either version of the {{isdama}}. | ||
The term is defined separately in each definition booklet: | |||
*In the {{eqdefs}} at Section {{eqderivprov|1.40}}; | *In the {{eqdefs}} at Section {{eqderivprov|1.40}}; | ||
*In the {{funddefs}} (in virtually identical terms to the {{eqdefs}}) at Section {{funddefprov|1.27}}; | *In the {{funddefs}} (in virtually identical terms to the {{eqdefs}}) at Section {{funddefprov|1.27}}; | ||
*In the {commoddefs}} at greater length in Section {{commoddefprov|4.5}}; | *In the {{commoddefs}} at greater length in Section {{commoddefprov|4.5}}; | ||
*In the {{creditdefs}} also at greater length Section {{creditdefprov|1.14}}; | *In the {{creditdefs}} also at greater length Section {{creditdefprov|1.14}}; | ||
{{anatomybar}} | {{anatomybar}} | ||
Revision as of 15:17, 15 May 2013
The ISDA Schedule does contain an election for Calculation Agent but, curiously, the term isn't otherwised defined or used in either version of the ISDA Master Agreement.
The term is defined separately in each definition booklet:
- In the 2002 ISDA Equity Derivatives Definitions at Section 1.40;
- In the 2006 ISDA Fund Derivatives Definitions (in virtually identical terms to the 2002 ISDA Equity Derivatives Definitions) at Section 1.27;
- In the 2005 ISDA Commodity Definitions at greater length in Section 4.5;
- In the Template:Creditdefs also at greater length Section Template:Creditdefprov;
Anatomy™: AIFMD | CASS | COBS | Conference calls | Confis | CRR | CSA | EMIR | Equity Derivatives | FOA PCA | FUND | GMRA | GMSLA | ISDA | OSLA | PB | Swapclear | UCITS