-
Tim Xiao deposited GIC Pooling Approach in the group
Business Management on Humanities Commons 3 years, 5 months ago Payoff for equity GIC requires a dynamically created basket such that the weight factors incorporate a division by the spot levels on the issue date, which converts the payoff to one based on a basket of comparative returns (rather than basket returns). To automate feeds on a daily basis we will need to create new baskets on a daily basis.