Template:M summ Equity Derivatives 5: Difference between revisions
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'''Equity Amount Payer''': Not of itself a wildly interesting definition but the question of ''when'' one is an {{eqderivprov|Equity Amount Payer}} — when you are [[long]], and not when you are [[short]] — is not entirely intuitive. The Equity Amount Payer is the equivalent of a “{{eqderivprov|Seller}}” in an {{eqderivprov|Option Transaction}}. The person paying ''away'' the equity performance. If the customer is ''[[long]]'', the [[swap dealer]]. If the customer is ''[[short]]'', the customer. | '''{{eqderivprov|Equity Amount Payer}}''': [[Equity Swap Transactions - Equity Derivatives Provision|Not]] of itself a wildly interesting definition but the question of ''when'' one is an {{eqderivprov|Equity Amount Payer}} — when you are [[long]], and not when you are [[short]] — is not entirely intuitive. The Equity Amount Payer is the equivalent of a “{{eqderivprov|Seller}}” in an {{eqderivprov|Option Transaction}}. The person paying ''away'' the equity performance. If the customer is ''[[long]]'', the [[swap dealer]]. If the customer is ''[[short]]'', the customer. | ||
Revision as of 12:47, 11 May 2022
Equity Amount Payer: Not of itself a wildly interesting definition but the question of when one is an Equity Amount Payer — when you are long, and not when you are short — is not entirely intuitive. The Equity Amount Payer is the equivalent of a “Seller” in an Option Transaction. The person paying away the equity performance. If the customer is long, the swap dealer. If the customer is short, the customer.