Template:Nutshell Equity Derivatives 7.3(d): Difference between revisions

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(Created page with "{{subst:2002 ISDA Equity Derivatives Definitions 7.3(d)}}")
 
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:{{eqderivprov|7.3(d)}} '''{{eqderivprov|Index Option Transaction}}s and {{eqderivprov|Index Forward Transaction}}s''': The {{eqderivprov|Calculation Agent}} will determine the level of the {{eqderivprov|Index}} per the method in the {{eqderivprov|Confirmation}} as of the {{eqderivprov|Valuation Time}} on the {{eqderivprov|Valuation Date}} or, if there is no such method, as the level of the {{eqderivprov|Index}} at the {{eqderivprov|Valuation Time}} on the {{eqderivprov|Valuation Date}}; and <br>
:{{eqderivprov|7.3(d)}} in respect of an {{eqderivprov|Index Option Transaction}} or {{eqderivprov|Index Forward Transaction}}, the level of the {{eqderivprov|Index}} determined by the {{eqderivprov|Calculation Agent}} as provided in the related {{eqderivprov|Confirmation}} as of the {{eqderivprov|Valuation Time}} on the {{eqderivprov|Valuation Date}} or, if no means for determining the {{eqderivprov|Settlement Price}} are so provided, the level of the {{eqderivprov|Index}} as of the {{eqderivprov|Valuation Time}} on the {{eqderivprov|Valuation Date}}; and <br>

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