Futures Price Valuation - Equity Derivatives Provision: Difference between revisions

Futures Price Valuation - Equity Derivatives Provision (view source)

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-{{eqderivsnap|6.8}}
+{{eqdmanual|6.8}}
-====Commentary====
-Where you price an {{eqderivprov|Index Swap}} or {{eqderivprov|Index Basket Swap}} by reference to an [[futures contract]] rather than the published price of the {{eqderivprov|Index}} itself. This requires you to designate not just the {{eqderivprov|Index}} to which the futures contract relates (which needless to say you'd be specifying anyway), but also the [[delivery month]] of the relevant [[futures contract]] and the exchange on which the futures contract is traded.
-====Related Provisions====
-{{eqderivanatomy}}