82,891
edits
Amwelladmin (talk | contribs) (Created page with "'''{{euaprov|Cost of Carry Amount}}''': Means an EUR amount equal to: :(i) {{euaprov|Allowance Forward Transaction}}s: ''{{euaprov|Cost of Carry Rate}} x {{euaprov|Allowance P...") |
Amwelladmin (talk | contribs) No edit summary |
||
(4 intermediate revisions by the same user not shown) | |||
Line 1: | Line 1: | ||
'''{{euaprov|Cost of Carry Amount}}''': | '''{{euaprov|Cost of Carry Amount}}''': An EUR amount equal to: | ||
: | :'''{{euaprov|Allowance Forward Transaction}}s''': ''{{euaprov|Cost of Carry Rate}} x {{euaprov|Allowance Purchase Price}} x N x ({{euaprov|Cost of Carry Delay}}/360). | ||
: | :'''{{euaprov|Allowance Option Transaction}}s''': ''{{euaprov|Cost of Carry Rate}} x {{euaprov|Allowance Strike Price}} x N x ({{euaprov|Cost of Carry Delay}}/360). | ||
where “'''N'''” = {{euaprov|Number of Allowances}} delivered by the {{euaprov|Delayed Delivery Date}} following a {{euaprov|Suspension Event}}. <br> |