ISDA has published version 2.0 of the ISDA Equity Derivatives Definitions (Versionable Edition) (the “Equity Definitions VE”) on the MyLibrary platform.
This publication includes, among other updates, provisions that can be used for documenting transactions with time-weighted average price or volume-weighted average price features, futures price valuation in respect of share transactions and benchmark provisions in respect of an index.
Confirmation templates for use with version 2.0 of the Equity Definitions VE are also available in MyLibrary.
This publication is part of the initiative to allow additions and improvements to be made to the 2002 Equity Definitions, as published by ISDA in 2002. More information on such initiative can be found here and by joining the ISDA Equity Market Infrastructure Group.
Documents (1) for ISDA Publishes Equity Definitions VE, Version 2.0
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