DictionaryForumContacts

 Annabelle

link 3.08.2006 10:25 
Subject: accumulated coupon и capitalisation of the accumulated coupon
Что такое этот accumulated coupon и capitalisation of the accumulated coupon???

"Current Price" means the price (rate) of the Underlying Asset without any accumulated coupon, amortisation of the principal amount and capitalisation of the accumulated coupon, calculated by AC as of the swap date in relation to the Revaluation Date on the basis of:
(1) any of the exchange prices established on the relevant exchange from the list provided in Section X of Schedule 1;
(2) the arithmetic average of the relevant quotations on sale or purchase (depending on the circumstances) of at least five market participants of those listed in Section IX of Schedule 1 (if point (1) above cannot be applied). The aforementioned arithmetic average is calculated without including the highest and lowest quotations. If as of the relevant date, quotations are given by fewer than five market participants, the Current Price is calculated on the basis of quotations reasonably obtained from any other sources;

 Irisha

link 3.08.2006 10:36 
without any accumulated coupon - без учета начисленных купонных платежей

и, соответственно, капитализация начисленных купонных платежей

 Annabelle

link 3.08.2006 10:45 
Вы моя спасительница :))
Прдется с Вами з/п поделиться :)))

 Irisha

link 3.08.2006 11:00 
Спасибо. Мне пока хвает. Вот когда на пенсию выйду... :-))

 Annabelle

link 3.08.2006 12:25 
Договорились :))

 

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