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

From The Jolly Contrarian
Jump to navigation Jump to search
No edit summary
No edit summary
Line 2: Line 2:
{{eqderivprov|11.1(a)}} ('''{{eqderivprov|Successor Indices}}''') <br>
{{eqderivprov|11.1(a)}} ('''{{eqderivprov|Successor Indices}}''') <br>
{{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 (Adjustment Events)}}'''")<br>
{{eqderivprov|11.1(b)(B)}} ("'''{{eqderivprov|Negotiated Close-out}}'''")<br>
{{eqderivprov|11.1(b)(B)}} ("'''{{eqderivprov|Negotiated Close-out (Adjustment Events)}}'''")<br>
{{eqderivprov|11.1(b)(C)}} ("'''{{eqderivprov|Cancellation and Payment}}'''") <br>
{{eqderivprov|11.1(b)(C)}} ("'''{{eqderivprov|Cancellation and Payment (Adjustment Events)}}'''") <br>

Revision as of 10:55, 11 August 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 (Adjustment Events)")
11.1(b)(B) ("Negotiated Close-out (Adjustment Events)")
11.1(b)(C) ("Cancellation and Payment (Adjustment Events)")

Retrieved from "https://jollycontrarian.com/index.php?title=Template:2002_ISDA_Equity_Derivatives_Definitions_Section_11.1_TOC&oldid=7761"