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Template:Nutshell Equity Derivatives 11.2(b): Difference between revisions
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Template:Nutshell Equity Derivatives 11.2(b) (view source)
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:{{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. | :{{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 | :If there aren’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 to account for the diluting or concentrative effect of any event that, would have led to an adjustment under the {{eqderivprov|Options Exchange}}’s rules had options in the {{eqderivprov|Share}}s in question been traded on it. <br> | ||