Template:Nutshell Equity Derivatives 7.3(e)

7.3(e) Index Basket Option Transactions and Index Basket Forward Transactions: the Calculation Agent will determine an amount for the Basket per the method in the Confirmation at the Valuation Times on the Valuation Date or, if no method is provided, as an amount for the Basket equal to the weighted sum of the Relevant Prices for the Indices in the Basket.