Template:2002 ISDA Equity Derivatives Definitions 7.3: Difference between revisions

Template:2002 ISDA Equity Derivatives Definitions 7.3 (view source)

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 {{2002 ISDA Equity Derivatives Definitions 7.3(d)}}
 {{2002 ISDA Equity Derivatives Definitions 7.3(e)}}
-(d) in respect of an Index Option Transaction or Index Forward Transaction, the level of the
-Index determined by the Calculation Agent as provided in the related Confirmation as of the Valuation
-Time on the Valuation Date or, if no means for determining the Settlement Price are so provided, the
-level of the Index as of the Valuation Time on the Valuation Date; and
 (e) in respect of an Index Basket Option Transaction or Index Basket Forward Transaction,
 an amount for the Basket determined by the Calculation Agent as provided in the related Confirmation as