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Template:M comp disc Equity Derivatives Knock-ins and Knock-outs: Difference between revisions
Template:M comp disc Equity Derivatives Knock-ins and Knock-outs (view source)
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[[Knock-ins and Knock-outs - Equity Derivatives Provision|Mechanical]] provisions dealing with a fairly straight forward concept in the world of options, made more laborious even that usual by repeating themselves almost entirely for {{eqderivprov|Knock-out Event}}s and {{eqderivprov|Knock-in Event}}s, simply to capture a single difference: Knock-''ins'' start something, and Knock-''outs'' stop it. | [[Knock-ins and Knock-outs - Equity Derivatives Provision|Mechanical]] provisions dealing with a fairly straight forward concept in the world of options, made more laborious even that usual by repeating themselves almost entirely for {{eqderivprov|Knock-out Event}}s and {{eqderivprov|Knock-in Event}}s, simply to capture a single difference: Knock-''ins'' start something, and Knock-''outs'' stop it. | ||
The JC has done the world the inestimable service of creating the hybrid definitions: Knock-in/out Price, Knock-in/out Event, Knock-in/out Reference Security, Knock-in/out Determination Day and Knock-in/out Valuation Time. This won’t ''entirely'' alleviate the tedium of wading through the mechanical sludge, but it may prevent you scooping out your eyeballs with a spoon. Or at least delay your doing so. | |||