Equity Derivatives

 

 EQD Analytics

Introduction to Market Data

 

Market Data

Discount and Forecast Curves

Dividend Curves

Borrow Curves

EQUITY Volatility Surface

Quotes

Multi Quote Mapping

 

Introduction to Reference Data

 

Reference Data Specific to Equity Derivatives

ADR Products

Equity Products

Equity Index Products

ETO Contracts and Products

Structured Notes

Exotic Notes

Pricing Script Definition

Pricing Script Examples

 

Reference Data Specific to Warrants

Warrant Product Definition

Domain Values

Workflow: Mirroring

Accounting

 

 Download PDF - Equity Derivatives

Download PDF - Contract for Difference

Download PDF - Portfolio Swaps

 Download PDF - Portfolio Swaps Corporate Actions

 Download PDF - Pricing Script

 Download PDF - Pricing Script Reference Guide

 Download PDF - Pricing Script Examples

Download PDF - Warrants

  

 Equity Derivatives Products Overview

 

Trading Equity Derivatives

Bulk Entry

CFD (Contract for Difference)

Correlation Swap

Dividend Swap

Equity Swap

Equity

Equity Forward

Equity Traded Option

Stock Index Future

Variance Option

Variance Swap

Structured Notes

Equity Structured Option

Exotic Notes

Pricing Script

 Pricing Script Examples

 

Trading Portfolio Swaps

Portfolio Swap Contract Definition

Trading Portfolio Swaps

 

Trading Warrants

Warrant and Certificate Capture

Issuing Warrants and Certificates

Warrant Issuance Mirroring

 

Trade Lifecycle

Exotic Settlement Report

Allocation

Corporate Action

OTC Option Exercise

ETO Option Exercise

Price Fixing

Termination

Warrant Corporate Actions

Pricing Script Lifecycle Events