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  • #2094
    Anonymous
    Inactive

    Dear colleagues, please, advise on the question below. What are the general rules to fill equityForward component correctly? The choice with equity options exercise styles is mandatory. So what are the rules for this choice regarding equity forwards? Should we choose any of the choice branches and leave fields blank? Or anything else? Thank you in advance!

    #2113
    iyermakova
    Spectator

    “equityExercise” is of type “EquityExerciseValuationSettlement” and is mainly use for the Valuation and Settlement aspect. This element was designed to support Forwards even though there are no exercises in a Forward, including the European exercise. This may have been done to as Synthetic Forwards can be represented through European Options. If you take a look at the eqf-ex01-forward-stock-long-form.xml example, you’ll see that the choice – the European exercise but then the “expirationDate” is the same as the “valuationDate”. Regards, Irina Yermakova

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