Template:Nutshell Equity Derivatives 6.7(c)(i)

From The Jolly Contrarian
Jump to navigation Jump to search
6.7(c)(i)Omission”, then the Averaging Date will not be relevant when determining the Settlement Price or Final Price. If as a result there would be no Averaging Date on that Valuation Date, Section 6.6 will apply when determining the relevant level on the final Averaging Date for that Valuation Date as if it were a disrupted Valuation Date;