ISDA Unveils Equity Definitions, Plots Variance Swap Matrices
The International Swaps and Derivatives Association has published the 2011 Equity Derivatives definitions today and has signaled plans to create transaction matrices for U.S. and E.U. index variance swaps by August 31.
Unlock this article.
The content you are trying to view is exclusive to our subscribers.
To unlock this article:
- ✔ 4,000 annual insights
- ✔ 700+ notes and long-form analyses
- ✔ 4 capital markets databases
- ✔ Daily newsletters across markets and asset classes
- ✔ 2 weekly podcasts