Template:2002 ISDA Equity Derivatives Definitions 12.9(a)(xv): Difference between revisions

Template:2002 ISDA Equity Derivatives Definitions 12.9(a)(xv) (view source)

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	{{eqderivprov\|12.9(a)(xv)}} "{{eqderivprov\|Price Adjustment}}" means an adjustment to the {{eqderivprov\|Strike Price}}, {{eqderivprov\|Initial Price}}, {{eqderivprov\|Forward Price}}, {{eqderivprov\|Forward Floor Price}}, {{eqderivprov\|Forward Cap Price}}, {{eqderivprov\|Knock-in Price}}, {{eqderivprov\|Knock-out Price}}, ~~<br>~~spread or other variable with respect to the relevant {{eqderivprov\|Transaction}}.		:{{eqderivprov\|12.9(a)(xv)}} “'''{{eqderivprov\|Price Adjustment}}'''” means an adjustment to the {{eqderivprov\|Strike Price}}, {{eqderivprov\|Initial Price}}, {{eqderivprov\|Forward Price}}, {{eqderivprov\|Forward Floor Price}}, {{eqderivprov\|Forward Cap Price}}, {{eqderivprov\|Knock-in Price}}, {{eqderivprov\|Knock-out Price}}, spread or other variable with respect to the relevant {{eqderivprov\|Transaction}}. <br>