Template:Nutshell Equity Derivatives 11.2(b): Difference between revisions

:{{eqderivprov|11.2(b)}}: '''{{eqderivprov|Options Exchange Adjustment}}''':If the {{eqderivprov|Method of Adjustment}} is “'''{{eqderivprov|Options Exchange Adjustment}}'''” then following adjustment to [[Options Exchange - Equity Derivatives Provision|exchange-traded options]] the {{eqderivprov|Calculation Agent}} will adjust any relevant variable under that {{eqderivprov|Transaction}} that it thinks necessary to reflect the {{eqderivprov|Options Exchange}} adjustment, effective as of the same date.  If there are’t any [[Options Exchange - Equity Derivatives Provision|exchange-traded options]] options on the {{eqderivprov|Shares}}, the {{eqderivprov|Calculation Agent}} will adjust the {{eqderivprov|Transaction}} as it thinks fit, by analogy to the {{eqderivprov|Options Exchange}}’s rules that would have applied had the options in question been traded on it. <br>