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2011 ISDA Equity Derivatives Definitions and Appendix
2011 ISDA Equity Derivatives Definitions and Appendix
The 2011 ISDA Equity Derivatives Definitions replace the 2002 ISDA Equity Derivatives Definitions. They include a Main Book and an Appendix, and are structured to allow for periodic updating. The Main Book contains the core definitions and provides a menu of provisions that can be combined to create different transactions. The Appendix to the Main Book contains tables setting out possible elections, consequences and fallbacks. The 2011 Definitions are drafted to be principles based, flexible and modular. The Definitions are part of a new process and structure for documenting equity derivatives that will be implemented incrementally, initially via transaction matrices. In contrast to the 2002 Equity Derivatives Definitions, which were based upon a standard confirmation template for each of the three major transaction types (Swaps, Options, and Forwards), the 2011 Definitions confirmation structure is based upon a universal framework which is designed to support a unique set of core definitions. Each transaction is a combination of unique terms, built on the same framework and may be documented, matched, and analyzed electronically.
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Free downloads for 2011 ISDA Equity Derivatives Definitions and Appendix (7)
- Appendix to the 2011 Equity Derivatives Definitions version 1/1.1 (December 1, 2011) (zip)
- Appendix to the 2011 Equity Derivatives Definitions version 2.0 (September 12, 2012) (zip)
- Appendix to the 2011 Equity Derivatives Definitions version 2.1 (April 10, 2013) (zip)
- Appendix to the 2011 Equity Derivatives Definitions version 2.2 (August 29, 2013) (zip)
- Appendix to the 2011 Equity Derivatives Definitions version 2.3 (January 10, 2014) (pdf)
- 2011 ISDA Equity Derivatives Definitions ToC (pdf)
- 2011 ISDA Equity Derivatives Definitions Introduction (pdf)