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Template:M summ Equity Derivatives 11.1: Difference between revisions
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Typically, your master confirmation will set out the resolution method for each type of {{eqderivprov|Index Adjustment Event}} separately — this figures, since depending on the ''type'' of {{eqderivprov|Index Adjustment Event}}, the range of possibilities open to even the most imaginative {{eqderivprov|Calculation Agent}} will differ. If the underlying Index has been cancelled, you can’t very just well make an adjustment and carry on, because there is nothing left to pay the performance ''of''. It might have been nice had {{icds}} programmed some of this into the definitions, but bless them, they didn’t, so let us speculate. | [[11.1 - Equity Derivatives Provision|Typically]], your master confirmation will set out the resolution method for each type of {{eqderivprov|Index Adjustment Event}} separately — this figures, since depending on the ''type'' of {{eqderivprov|Index Adjustment Event}}, the range of possibilities open to even the most imaginative {{eqderivprov|Calculation Agent}} will differ. If the underlying Index has been cancelled, you can’t very just well make an adjustment and carry on, because there is nothing left to pay the performance ''of''. It might have been nice had {{icds}} programmed some of this into the definitions, but bless them, they didn’t, so let us speculate. | ||
===Cancellation and Payment=== | ===Cancellation and Payment=== | ||