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Documentation for Derivatives, 4th Edition - Volume 1
Euromoney Trading Ltd, January 2002
Wrritten by leading US financial lawyers Anthony C. Gooch of Cleary, Gottlieb, Steen & Hamilton and Linda B. Klein of Dewey Ballantine LLP, this fully revised, updated and expanded book is the fourth edition of the best-selling guide to derivatives documentation.
Volume 1 explores the main legal issues so you can check whether agreements are enforceable and whether they present problems under U.S. commodities and securities laws. Descriptions of specific classes of products are accompanied by sample confirmations, to help you protect your and your clients' interests.
The volume includes documentation for:
- swaps;
- caps and floors;
- collars and corridors;
- swaptions;
- FRAs;
- currency products (swaps, forwards and options);
- commodity-linked derivatives;
- credit, debt and equity derivatives (including credit default swaps and equity index swaps); and
- weather derivatives.
Volume 1 Table of Contents
Volume 1
About the Authors
Table of Abbreviations
Preface to the Fourth Edition
General Introduction
Part 1. Legal Issues in Derivatives Documentation
Chapter 1. Power and Authority to Enter into Derivatives Transactions
Chapter 2. Statutes of Frauds and Parol Evidence Rules
Chapter 3. Commodities, Gaming and Bucket-Shop Laws
Chapter 4. Securities Law
Chapter 5. Counterparty Relationships and Duties
Chapter 6. Damages and Close-Out Settlement
Chapter 7. Bankruptcy and Insolvency Concerns
Chapter 8. US Withholding Tax Issues
Part 2. Sample Confirmations and Product Descriptions
Introduction to Part 2
Interest Rate Products
Introductory Note
Rate Swaps
Sample Rate Swap Confirmation
Caps and Floors
Sample Rate Cap Confirmation
Collars and Corridors
Sample Rate Collar Confirmation
Options on Swaps (“Swaptions”)
Sample Swaption Confirmation
Forward Rate Agreements (FRAs)
Sample FRA Confirmation
Currency Derivatives
Introductory Note
Currency Swaps
Sample Cross-Currency Rate Swap Confirmation
Forward Foreign Exchange Contracts
Sample Confirmation for a Deliverable FX Transaction
Currency Options
Sample Confirmation for a non-deliverable currency option
Commodity Derivatives
Introductory Note
Sample confirmation for a cash-settled commodity swap
Sample confirmation for a cash-settled commodity price floor
Sample confirmation for a cash-settled bullion swap
Sample confirmation for a physically settled bullion trade
Credit, Debt and Equity Derivatives
Introductory Note
Credit Default Swaps
Sample Confirmation for a credit default swap
Equity derivatives
Sample confirmation for an equity index swap
Weather derivatives
Introductory Note
Sample Confirmation for an HDD Swap
Sample Confirmation for an ATDD Cap
Reviews for Volume 1
"One cannot negotiate an ISDA Master Agreement and do justice to its complexity and intricacy without consulting "Documentation for Derivatives" regardless of one's level of expertise in the area."
- Professor Christian A. Johnson, Loyola University of Chicago School of Law (of the 3rd Edition)
"Exquisite in its detail and scope, Documentation for Derivatives - 4th Edition is an essential reference work for legal practitioners as well as banking professionals active in derivatives/financial product markets."
- The Finance and Treasury Professional, August 2004
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