Without prejudice to the first subparagraph, if a possible state of the option payoff is stochastic, institution shall use the method set out in point (ii) of point (a) to determine the value of the notional amount; (c) for contracts with multiple exchanges of the notional amount, the notional amount shall be multiplied by the number of remaining payments still to be made in accordance with the contracts; (d) for contracts that provides for a multiplication of the cash flows payments or a multiplication of the underlying of the contract, the notional amount shall be adjusted by an institution to take into account the effects of the multiplication on the risk structure of those contracts.
Ei, en halua kuulla tätä, Leennot-set not-set