Template:M comp disc Equity Derivatives Knock-ins and Knock-outs: Difference between revisions

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{{M comp disc Equity Derivatives 1}}
These are the {{eqderivprov|Knock-ins and Knock-outs}} definitions:
{{eqdtoc|1 Knock-ins and Knock-outs}}
{{eqdtoc|1 Knock-ins and Knock-outs}}


[[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: {{eqderivprov|Knock-in/out Price}}, {{eqderivprov|Knock-in/out Event}}, {{eqderivprov|Knock-in/out Reference Security}}, {{eqderivprov|Knock-in/out Determination Day}} and {{eqderivprov|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.