Realized Volatility definition
Realized Volatility or “RV” means, in relation to a Rebalancing Date, an amount calculated in accordance with the following formula:
Realized Volatility means on every Basket Valuation Date (t) following the Calculation Start Date, the Realized Volatility shall be determined in accordance with the following formula:
Realized Volatility or “RV” means that the rate calculated on the Valuation Date will be a per annum rate calculated on the basis of the following formula (expressed as a percentage):