Template:M comp disc Equity Derivatives 6.6
You roll it for eight days, at which point the Calculation Agent makes its good faith determination.
Not routinely negotiated because realistically when would an exchange be closed for 8 continuous business days?
What do you mean “if there was a global respiratory virus epidemic and the entire Western world’s financial system shut down indefinitely?
Oh come on be realistic. We’re not living in a flipping Jerry Bruckheimer movie for goodn —
Oh, hang on a minute.