Template:2002 ISDA Equity Derivatives Definitions Section 11.1 TOC: Difference between revisions

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{{eqderivprov|11.1(b)}} ("'''{{eqderivprov|Index Adjustment Event}}s'''") <br>
{{eqderivprov|11.1(b)}} ("'''{{eqderivprov|Index Adjustment Event}}s'''") <br>
{{eqderivprov|11.1(b)(A)}} ("'''{{eqderivprov|Calculation Agent Adjustment}}'''")<br>
{{eqderivprov|11.1(b)(A)}} ("'''{{eqderivprov|Calculation Agent Adjustment}}'''")<br>
{{eqderivprov|11.1(b)(B)}} {"'''{{eqderivprov|Negotiated Close-out}}'''")<br>
{{eqderivprov|11.1(b)(B)}} ("'''{{eqderivprov|Negotiated Close-out}}'''")<br>
{{eqderivprov|11.1(b)(C)}} ("'''{{eqderivprov|Cancellation and Payment}}'''") <br>
{{eqderivprov|11.1(b)(C)}} ("'''{{eqderivprov|Cancellation and Payment}}'''") <br>

Revision as of 15:29, 7 April 2014

Section 11.1 Adjustments to Indices

11.1(a) (Successor Indices)
11.1(b) ("Index Adjustment Events")
11.1(b)(A) ("Calculation Agent Adjustment")
11.1(b)(B) ("Negotiated Close-out")
11.1(b)(C) ("Cancellation and Payment")

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