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Template:Nutshell Equity Derivatives 6.7(b): Difference between revisions
Template:Nutshell Equity Derivatives 6.7(b) (view source)
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::(i) '''{{eqderivprov|Index Transaction}}s and {{eqderivprov|Cash-settled}} {{eqderivprov|Share Transaction}}s''': The average of the {{eqderivprov|Relevant Prices}} of the {{eqderivprov|Index}} or the {{eqderivprov|Shares}} on each {{eqderivprov|Averaging Date}}; | ::(i) '''{{eqderivprov|Index Transaction}}s and {{eqderivprov|Cash-settled}} {{eqderivprov|Share Transaction}}s''': The average of the {{eqderivprov|Relevant Prices}} of the {{eqderivprov|Index}} or the {{eqderivprov|Shares}} on each {{eqderivprov|Averaging Date}}; | ||
::(ii) '''{{eqderivprov|Index Basket Transaction}}s''': The average for the {{eqderivprov|Basket}} the {{eqderivprov|Calculation Agent}} determines using the method set out in the {{eqderivprov|Confirmation}} at the {{eqderivprov|Valuation Time}} on each {{eqderivprov|Averaging Date}} or, if not so set out, the average for the {{eqderivprov|Basket}}s it determines on the {{eqderivprov|Averaging Date}} as the sum of {{eqderivprov|Relevant Price}}s for each {{eqderivprov|Index}} in the {{eqderivprov|Basket}}; and | ::(ii) '''{{eqderivprov|Index Basket Transaction}}s''': The average for the {{eqderivprov|Basket}} the {{eqderivprov|Calculation Agent}} determines using the method set out in the {{eqderivprov|Confirmation}} at the {{eqderivprov|Valuation Time}} on each {{eqderivprov|Averaging Date}} or, if not so set out, the average for the {{eqderivprov|Basket}}s it determines on the {{eqderivprov|Averaging Date}} as the sum of {{eqderivprov|Relevant Price}}s for each {{eqderivprov|Index}} in the {{eqderivprov|Basket}}; and | ||
::(iii) '''{{eqderivprov|Cash-settled Share Basket Transaction}}s''': The average of the {{eqderivprov|Basket}}s the {{eqderivprov|Calculation Agent}} determines using the method set out in the {{eqderivprov|Confirmation}} at the {{eqderivprov|Valuation Time}} on each {{eqderivprov|Averaging Date}} or, if not so set out, the average of the {{eqderivprov|Basket}}s it determines on the {{eqderivprov|Averaging Date}} as the sum of each {{eqderivprov|Share}} determined as ''{{eqderivprov|Relevant Price}} x {{eqderivprov|Number of Shares}}''. <br> | ::(iii) '''{{eqderivprov|Cash-settled}} {{eqderivprov|Share Basket Transaction}}s''': The average of the {{eqderivprov|Basket}}s the {{eqderivprov|Calculation Agent}} determines using the method set out in the {{eqderivprov|Confirmation}} at the {{eqderivprov|Valuation Time}} on each {{eqderivprov|Averaging Date}} or, if not so set out, the average of the {{eqderivprov|Basket}}s it determines on the {{eqderivprov|Averaging Date}} as the sum of each {{eqderivprov|Share}} determined as ''{{eqderivprov|Relevant Price}} x {{eqderivprov|Number of Shares}}''. <br> | ||