HV(t) definition

HV(t) means, in respect of Calculation Date (t), the Historical Volatility on such date; and “VAF(t)” means, in respect of Calculation Date (t), the Volatility Adjustment Factor on such date;
View Source

Related to HV(t)

  • Volatility means, in respect of the price of a security, a numerical measure of the tendency of the price to vary over time.

  • Bloomberg Screen means the Bloomberg Information contained in the Bloomberg screen identified in Schedule 3 hereto and filed with the Commission as a Free Writing Prospectus on , 20 .]

  • Bloomberg means Bloomberg Financial Markets.

  • Bloomberg Screen SOFRRATE Page means the Bloomberg screen designated “SOFRRATE” or any successor page or service;

  • Volatility Buffer means, with respect to a Transaction, an amount equal to the product of (a) the Factor applicable to the Transaction and (b) the Notional Amount of the Transaction.