Template:M sa Equity Derivatives 8: Difference between revisions
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Amwelladmin (talk | contribs) (Created page with "*{{eqderivprov|Equity Notional Reset}} which provides for the automatically re-striking of the {{eqderivprov|Equity Notional Amount}} on each {{eqderivprov|Cash Settlement Pay...") |
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*{{eqderivprov|Equity Notional Reset}} which provides for the automatically re-striking of the {{eqderivprov|Equity Notional Amount}} on each {{eqderivprov|Cash Settlement Payment Date}}. | *{{eqderivprov|Equity Notional Reset}} which provides for the automatically re-striking of the {{eqderivprov|Equity Notional Amount}} on each {{eqderivprov|Cash Settlement Payment Date}}. | ||
*[[Futures]] and [[exchange-traded derivatives]] | |||
*Not to be confused with {{eqderivprov|Futures Price Valuation}} | |||
*[[Slight return]] | |||
Latest revision as of 08:25, 17 May 2022
- Equity Notional Reset which provides for the automatically re-striking of the Equity Notional Amount on each Cash Settlement Payment Date.
- Futures and exchange-traded derivatives
- Not to be confused with Futures Price Valuation
- Slight return