Template:Nutshell Equity Derivatives 7.3(d): Difference between revisions

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Latest revision as of 16:06, 11 May 2022

7.3(d) Index Option Transactions and Index Forward Transactions: The Calculation Agent will determine the level of the Index per the method in the Confirmation as of the Valuation Time on the Valuation Date or, if there is no such method, as the level of the Index at the Valuation Time on the Valuation Date; and