Template:M comp disc Equity Derivatives 6.2: Difference between revisions

From The Jolly Contrarian
Jump to navigation Jump to search
No edit summary
No edit summary
 
(4 intermediate revisions by the same user not shown)
Line 1: Line 1:
'''Previous''':
{{2002 ISDA Equity Derivatives Definitions Section 6 TOC}}  
{{tocbuilder|2002|ISDA Equity Derivatives Definitions|6.1}} <br>
<br>
'''Next''':
{{tocbuilder|2002|ISDA Equity Derivatives Definitions|6.3}}

Latest revision as of 13:43, 11 May 2022

Article 6. Valuation

Section 6.1. Valuation Time
Section 6.2. Valuation Date
Section 6.3. General Terms Relating to Market Disruption Events

6.3(a) Market Disruption Event
6.3(b) Trading Disruption
6.3(c) Exchange Disruption
6.3(d) Early Closure

Section 6.4. Disrupted Day
Section 6.5. Scheduled Valuation Date
Section 6.6. Consequences of Disrupted Days
Section 6.7. Averaging

6.7(a). Averaging Date
6.7(b). Settlement Price and Final Price
6.7(c). Averaging Date Disruption
6.7(d). Adjustments of the Exchange-traded Contract
6.7(e). Adjustments to Indices (Averaging)

Section 6.8. Futures Price Valuation

6.8(a) Valuation Date (Futures Price Valuation)
6.8(b) Additional definitions (Futures Price Valuation)
6.8(c) Settlement Price and Final Price (Futures Price Valuation)
6.8(d) Adjustments of the Exchange-traded Contract (Futures Price Valuation)
6.8(e) Non-Commencement or Discontinuance of the Exchange-traded Contract
6.8(f) Corrections of the Official Settlement Price


Retrieved from "https://jollycontrarian.com/index.php?title=Template:M_comp_disc_Equity_Derivatives_6.2&oldid=64016"