REFERENCES INDEX

Vettorazi G, van den Hurk, ed. 1985. Pesticides reference index. JMPR 41. 

References Indexed copies of referenced articles with comprehensive bibliography... 

Recently, comprehensive World Wide Web (Internet) databases have been established on insect pheromones and semiochemicals The Pherolist , a database of chemicals identified from sex pheromone glands of female lepidopteran insects and other chemicals attractive to male moths (Am et al., 1999) and The Pherobase , a database of pheromones and semiochemicals for Lepidoptera and other insect orders (El-Sayed, 2006). These large databases on behavior modifying chemicals have extensive cross-linkages for animal taxa, indexes of compounds and source (reference) indexes. The indexes include those compounds cited in this chapter and many more with pheromone and semiochemical function acetate esters, diols, epoxides, ethers, ketones and secondary alcohols. For example, The Pherolist reports approximately 90 epoxy derivatives of C17-C23 of n-alkancs, mono-alkenes and di-alkenes as insect semiochemicals. 

Over all of the products, the production cost is 7.19/GJ. This produces ethane at 373/t. However, if the natural gasoline is sold according to the prevailing crude oil price (assumed to be 70/bbl) then this will generate by-product credit of 556 million this is based on valuing the gasoline as naphtha with oil at 70/barrel. The basis of this oil price as a reference (index) price is discussed in the Appendix. This approach reduces the production costs and hence the unit ethane and LPG costs. The ethane production cost is 341/t. 

Other referred indexes such as, AA1000, BITC, ICCR, OECD, Innovest... 

Meilinger, P., Schneider S. and Melzer, A. (2005) The Reference Index Method for the macrophyte-based assessment of rivers - a contribution to the implementation of the European Water Framework Directive in Germany, International Revue of Hydrobiology, 90, pp. 322-342. 

What causes the progression of the seasons Phases of the moon The Aurora Borealis How much does the sun weigh What are the chances of life on our sister planets Absorbing introduction to astronomy, incorporating the latest discoveries and theories the solar wind, the surface temperature of Venus, the pock-marked face of Mars, quasars, and much more. Places you on the frontiers of one of the most vital sciences of our time. Revised (1966). Introduction by Donald H. Menzel, Harvard University. References. Index. 45 illustrations. i8gpp. hV x 8 4- Paperbound 1,50... 

The above equations demonstrate that the three differential quotients are situated in a plane in three-dimensional space. Taking any time as a reference (index ) the following equation is obtained ... 

Cost-estimating indexes are useful for a variety of purposes. Principally, they are multipliers to update an old cost to a new cost. Some examples of indexes are material, labor, material and labor, regional effects, and design type. C is the reference cost associated with a reference index The cost C to be determined is linked in terms of time to the index I. 

An inverse floating-rate note pays coupons that increase if the reference rate decreases. Therefore, this bond gives a benefit at investors with a negative yield curve. The coupon structure of inverse floaters usually is determined as a fixed interest rate less a variable interest rate linked to a reference index. Moreover, they can include floor provisimis. 

Each settlement day has its own distinct Reference Index. The first day of each month has a Reference Index equal to the CPI index of three calendar months earlier, for example, that for 1 September 2003 is the CPI for June 2003 and that for 1 October 2003 is the CPI for July 2003. Reference Indices for intervening days are calculated by straight-line interpolation on a standard Actual/Actual accrual rate. 

This formula is used to calculate a CPI Reference Index for the issue date, or Base Reference Index. For the settlement date or cash flow payment date, t, a Reference CPI is then calculated. These two indices provide an Index Ratio for the value date ... 

Hg-cholesterol is added to the analytical sample immediately upon collection and prior to initiation of any extraction or other isolation procedures. As shown in Fig. 2, the measured ratio of Hq/ H cholesterol recovered from the sample serves as the reference index as to whether endogenous oxides were present in the sample or not. Three possibilities may be considered. First, if the detected oxides contain no deuterium label, trace (A), it is clear that they are likely to be constituents of the original sample and, certainly, not procedurally derived. Second, if the ratio of labeled to unlabeled oxides is identical to that shown for cholesterol, trace (B), it is obvious that the isolation procedure is responsible for their formation. In the event that there are contributions from both sources -- i.e, both procedural and... 

A differential swap is a basis swap in which one of the legs is calculated in a diflFerent currency. Typically, this leg is linked to a reference index rate for another currency but is denominated in the domestic currency. For example, one party might pay 6-month sterling LIBOR, in sterling, on a notional principal of 10 million and receive euro-LIBOR minus a margin, in sterling, on the same notional principal. Differential swaps are not very common and are the most difficult for a bank to hedge. 

To gain exposure to sectors where, for various reasons, they do not wish to make actual purchases, investors can use a variation on a TR swap called an index swap, in which one of the counterparties pays a total return tied to an external reference index and the other pays a LIBOR-linked coupon or the total return of another index. Indexes used include those for government bonds, high-yield bonds, and technology stocks. Investors who believe that the bank loan market will outperform the mortgt e-backed bond sector, for instance, might enter into an index swap in which they pay the total return of the mortgage index and receive the total return of the bank-loan index. 

Floating-rate notes, or FRNs, are not structured notes. They are described here as a prelude to a discussion of inverse floating-rate notes, which are structured notes. As explained in chapter 1, an FRN is a bond that has a variable rate of interest the coupon rate is linked to a specified index and changes periodically to reflect the current index reading. The notes usually pay a fixed spread over their reference index—for example, 50 basis points over the 6-month interbank rate. An FRN whose spread over the reference rate is not fixed is known as a variable-rate note. 

Because the future values for the reference index are not known, it is not possible to calculate the redemption yield of an FRN. On the coupon-reset dates, the note will be priced precisely at par. Between these dates, it will trade very close to par, because of the way the coupon resets. If market rates rise between reset dates, the note will trade slightly below par if rates fall, it will trade slightly above par. This makes FRNs behavior very similar to that of money market instruments traded on a yield basis, although, of course, the notes have much longer maturities. FRNs can thus be viewed either as money market instruments or as alternatives to conventional bonds. Similarly, they can be analyzed using two approaches. 

The simple margin formula may be adjusted to take into account changes in the reference index rate since the last reset date. This is done by replacing the price in (131) with an adjusted price, defined using either (13.2a) or (13.2b) which assume semiannual coupons. 

DM = the discounted margin re = the current value of the reference index rate re = the assumed (or forecast) value of the reference rate over the remaining life the bond... 

Corridor FRNs, which accrue daily interest only when the reference index falls within a specified range. Introduced to capitalize on expectations of comparative interest rate inactivity, these are high-risk, high-reward instruments. They offer investors very substantial margins over a chosen reference rate. But if the reference rate does not remain within a relatively narrow corridor, the interest payment is forfeited entirely. 

The coupon on an inverse floater may be determined in a number of ways. The most common is to subtract from a specified fixed interest rate a variable that is linked to a reference index. Coupons have a floor, which, if unspecified, is 0 percent. 

Synthetic convertible notes are securities with fixed coupons, typically set at a relatively low level, whose total return is linked to an external source, such as the level of an equity index or the price of a specific security. In one common structure, the note is redeemable above par if the reference index or security value exceeds a stated minimum. The notes thus give investors the opportunity to profit from the benchmarks performance while providing the safety net of redemption at par should this performance fall short. Another typical synthetic convertible structure is the zero-coupon note. These notes are issued at par and redeemable at par, or higher, if a specified equity index performs better than a stated level. 

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