Definition of Swaption. Meaning of Swaption. Synonyms of Swaption

Here you will find one or more explanations in English for the word Swaption. Also in the bottom left of the page several parts of wikipedia pages related to the word Swaption and, of course, Swaption synonyms and on the right images related to the word Swaption.

Definition of Swaption

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Meaning of Swaption from wikipedia

- A swaption is an option granting its owner the right but not the obligation to enter into an underlying swap. Although options can be traded on a variety...
- nearer to American in terms of both). For example, a typical Bermudian swaption might confer the opportunity to enter into an interest rate swap. The option...
- on ****ure contracts, bond options, interest rate cap and floors, and swaptions. It was first presented in a paper written by Fischer Black in 1976. Black's...
- onto a tree or lattice and so interest rate derivatives such as bermudan swaptions can be valued in the model. The first Hull–White model was described by...
- In finance, a default option, credit default swaption or credit default option is an option to buy protection (payer option) or sell protection (receiver...
- referred to as a bespoke IRS (or customised IRS). Bermudan swaptions are examples of swaption extensions that qualify as exotic variants. Other products...
- registered to become SDRs. They started to list some types of swaps, swaptions and swap ****ures on their platforms. Other exchanges followed, such as...
- Compound Forward start Interest rate Lookback Mountain range Rainbow Spread Swaption Strategies Backspread Box spread Butterfly Calendar spread Collar Condor...
- Interest rate swap Forward rate agreement Interest rate cap and floor Swaption Basis swap Bond option Credit Bond ****ure Option on Bond ****ure Credit...
- Swaps and Options, Interest Rate Swaps, Inflation Swaps, ****et Swaps, Swaptions, Credit Default Swaps, Credit Default Swap Indices and Baskets, Equity...