{"component": "definition", "props": {"groups": [{"samples": [{"hash": "dpXWFcsKYfT", "uri": "/contracts/dpXWFcsKYfT#pricing-model", "label": "Indenture (GWG Holdings, Inc.)", "score": 28.8165645599, "published": true}, {"hash": "4DCjlAQh7KW", "uri": "/contracts/4DCjlAQh7KW#pricing-model", "label": "Indenture (GWG Life, LLC)", "score": 28.7727584839, "published": true}, {"hash": "erAKFzumRmO", "uri": "/contracts/erAKFzumRmO#pricing-model", "label": "Indenture (GWG Holdings, Inc.)", "score": 22.7987670898, "published": true}], "size": 5, "snippet": "means the latest version of the Life Insurance Policy pricing model owned by Modeling Actuarial Pricing Systems, Inc. and licensed by Company (or a substantially similar model commonly supported by the actuarial profession), which model shall calculate expected cash flows from a portfolio of Life Insurance Policies utilizing the probabilistic methodology, the Life Expectancy of Insureds, and the VBT Select Table.", "snippet_links": [{"key": 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permissible number of registered Customer\u2019s Users in the aggregate (i) at each Customer facility, (ii) within Customer\u2019s enterprise, or (iii) combinations thereof as described in the Quote.", "snippet_links": [{"key": "based-on", "type": "definition", "offset": [14, 22]}, {"key": "number-of", "type": "definition", "offset": [39, 48]}, {"key": "registered-customer", "type": "definition", "offset": [49, 68]}, {"key": "in-the-aggregate", "type": "definition", "offset": [77, 93]}, {"key": "customer-facility", "type": "definition", "offset": [106, 123]}], "hash": "e494c7a65e8aceea192bb9230544fd36", "id": 7}, {"samples": [{"hash": "dwaLTWz9xF5", "uri": "/contracts/dwaLTWz9xF5#pricing-model", "label": "Framework Agreement", "score": 31.3408622742, "published": true}, {"hash": "d6lbXgmilzj", "uri": "/contracts/d6lbXgmilzj#pricing-model", "label": "Framework Agreement (Memc Electronic Materials Inc)", "score": 21.6023273468, "published": true}], "size": 2, "snippet": "for each Targeted Country, shall mean the Excel model utilized to generate the Purchase Price for Projects in that Targeted Country as represented in an electronic message from \u2587\u2587. \u2587\u2587\u2587\u2587\u2587\u2587\u2587 \u2587\u2587\u2587\u2587\u2587\u2587\u2587\u2587\u2587\u2587\u2587, Director of Market Finance of SunEdison to \u2587\u2587\u2587\u2587 \u2587\u2587\u2587\u2587\u2587\u2587\u2587, Director of FR Holdings, and confirmed by electronic message from \u2587\u2587. \u2587\u2587\u2587\u2587\u2587\u2587\u2587 to \u2587\u2587. \u2587\u2587\u2587\u2587\u2587\u2587\u2587\u2587\u2587\u2587\u2587.", "snippet_links": [{"key": "to-generate", "type": "definition", "offset": [63, 74]}, {"key": "purchase-price-for", "type": "clause", "offset": [79, 97]}, {"key": "electronic-message", "type": "clause", "offset": [153, 171]}, {"key": "director-of", "type": "clause", "offset": [202, 213]}, {"key": "fr-holdings", "type": "definition", "offset": [271, 282]}], "hash": 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any Supported <strong>Pricing Model</strong> for the production of a price to input into the net asset calculation.", "The portion of this Warrant subject to early termination pursuant to this Section 5(c)(iii) (the \u201cRedeemable Shares\u201d), shall be redeemed by the Company at a price (the \u201cMajor Transaction Warrant Early Termination Price\u201d) payable in cash equal to the Black Scholes Value of the Redeemable Shares determined by use of the Black Scholes Option <strong>Pricing Model</strong> using the criteria set forth in Schedule 1 hereto (the \u201cBlack Scholes Value\u201d).", "The portion of this Warrant subject to early termination pursuant to this Section 5(c)(iii) (the \u201cRedeemable Shares\u201d), shall be redeemed by the Company at a price (the \u201cMajor Transaction Warrant Early Termination Price\u201d) payable in cash equal to the \u201cBlack Scholes Value\u201d of the Redeemable Shares determined by use of the Black Scholes Option <strong>Pricing Model</strong> using the criteria set forth in Schedule 1 hereto (the \u201cBlack Scholes Value\u201d).", "For purposes hereof, the \u201cBlack-Scholes\u201d value of a Warrant shall be determined by use of the Black Scholes Option <strong>Pricing Model</strong> reflecting (A) a risk-free interest rate corresponding to the U.S. Treasury rate for a period equal to the remaining term of this Warrant as of such date of request and (B) an expected volatility equal to the greater of 100% and the 100 day volatility obtained from the HVT function on Bloomberg.", "The Vendor Certification includes the offer to perform the \u201cRequested Scope of Services \u2013 Statement of Work Requirements and Terms and Conditions Applicable to the Vendor Certification\u201d as well as the <strong>Pricing Model</strong> as provided in the BAFO.", "If Common Stock, Options or Convertible Securities shall be issued or sold by the Company and, in connection therewith, other Options or Convertible Securities (the \u201cAdditional Rights\u201d) are issued, then the consideration received or deemed to be received by the Company shall be reduced by the fair market value of the Additional Rights (as determined using the Black Scholes Option <strong>Pricing Model</strong> or another method mutually agreed to by the Company and the Holder).", "For purposes hereof, the &quot;Black-Scholes&quot; value of a Warrant shall be determined by use of the Black Scholes Option <strong>Pricing Model</strong> reflecting (A) a risk-free interest rate corresponding to the U.S. Treasury rate for a period equal to the remaining term of this Warrant as of such date of request and (B) an expected volatility equal to the greater of 100% and the 100 day volatility obtained from the HVT function on Bloomberg.", "For purposes hereof, the \u201cBlack-Scholes\u201d value of a Warrant shall be determined by use of the Black Scholes Option <strong>Pricing Model</strong> reflecting (A) a risk-free interest rate corresponding to the U.S. Treasury rate for a period equal to the remaining term of this Warrant as of such date of request and (B) an expected volatility equal to the greater of 60% and the 100 day volatility obtained from the HVT function on Bloomberg.", "The Office of the Interconnection may lengthen a proposal window that already is opened based on or more of the following criteria: (i) changes in assumptions or conditions relating to the underlying need for the project, such as load growth or Reliability <strong>Pricing Model</strong> auction results; (ii) availability of new or changed information regarding the nature of the violations and the facilities involved; and (iii) time remaining in the relevant proposal window."], "related": [["reliability-pricing-model", "Reliability pricing model", "Reliability <strong>pricing model</strong>"], ["reliability-pricing-model-auction", "Reliability Pricing Model Auction", "Reliability <strong>Pricing Model</strong> Auction"], ["global-operating-model", "Global Operating Model", "Global Operating Model"], ["black-scholes-warrant-value", "Black-Scholes Warrant Value", "Black-Scholes Warrant Value"], ["bloomberg-screen-sofrrate-page", "Bloomberg Screen SOFRRATE Page", "Bloomberg Screen SOFRRATE Page"]], "related_snippets": [], "updated": "2026-07-31T05:51:54+00:00"}, "json": true, "cursor": ""}}