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Futures Price Valuation - Equity Derivatives Provision: Difference between revisions
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Futures Price Valuation - Equity Derivatives Provision (view source)
Revision as of 17:28, 7 November 2012
, 7 November 2012→Commentary
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====Commentary==== | ====Commentary==== | ||
Where you price an {{eqderivprov|Index Swap}} or {{eqderivprov|Index Basket Swap}} by reference to an [[futures contract]] rather than the published price of the {{eqderivprov|Index}} itself. This requires you to designate not just the {{eqderivprov|Index}} to which the futures contract relates (which needless to say you'd be specifying anyway), but also the [[delivery month]] of the relevant [[futures contract]] and the exchange on which the futures contract is traded. | |||
====Related Provisions==== | ====Related Provisions==== | ||