Equity swap: Difference between revisions

Revision as of 16:09, 11 October 2017

Equity Derivatives Anatomy™

Resources About the Equity Derivatives Definitions \| (full wikitext) \| (nutshell wikitext) \| Equity v credit derivatives showdown Hot topics Synthetic Prime Brokerage Anatomy \| The Triple Cocktail \| Cancellation and Payment \| Calculation Agent TOC \| 1 General Definitions \| 2 Option Transactions \| 3 Exercise of Options \| 4 Forward Transactions \| 5 Equity Swap Transactions \| 6 Valuation \| 7 Settlement \| 8 Cash Settlement \| 9 Physical Settlement \| 10 Dividends \| 11 Adjustments and Modifications \| 12 Extraordinary Events · 12.8 Cancellation Amount · 12.9 Additional Disruption Events · 12.9 List of ADEs · 12.9(b) Consequences of ADEs \| 13 Miscellaneous Index: Click ᐅ to expand: Equity Derivatives - Premium Synthetic Prime Brokerage

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-See {{eqderivprov|Share Swap Transaction}} under the {{eqdefs}}.
+{{fullanat|eqderiv|Share Swap Tranaction|2002}}
+{{Seealso}}
+*[[Synthetic equity swap]] (for an unusal kind of [[delta-one|delta one]] swap business done by [[prime broker]]s)
-{{anat|eqderiv}}
+*[[Give up]]s
+*{{eqderivprov|Share Swap Transaction}} under the {{eqdefs}}.