Code Set NameData TypeDescriptionPedigree

Defines how adjustments will be made to the contract should one or more of the extraordinary events occur.


Calculation agent

The Calculation Agent has the right to adjust the terms of the trade following a corporate action.

Added EP208 [CalculationAgent]

Options exchange

The trade will be adjusted in accordance with any adjustment made by the exchange on which options on the underlying are listed.

Added EP208 [OptionsExchange]
Added EP208

Used in fields:
[ExtraordinaryEventAdjustmentMethod] [LegExtraordinaryEventAdjustmentMethod] [UnderlyingExtraordinaryEventAdjustmentMethod]