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...
- 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...
- 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...
- registered to become SDRs. They started to list some types of swaps, swaptions and swap ****ures on their platforms. Other exchanges followed, such as...
- Interest rate swap Forward rate agreement Interest rate cap and floor Swaption Basis swap Bond option Credit Bond ****ure Option on Bond ****ure Credit...
- referred to as a bespoke IRS (or customised IRS). Bermudan swaptions are examples of swaption extensions that qualify as exotic variants. Other products...
- Interest rate options Currency cross rate options, and Options on swaps or swaptions. By avoiding an exchange, users of OTC options can narrowly tailor the...
- Swaps and Options, Interest Rate Swaps, Inflation Swaps, ****et Swaps, Swaptions, Credit Default Swaps, Credit Default Swap Indices and Baskets, Equity...
- In finance, a default option, credit default swaption or credit default option is an option to buy protection (payer option) or sell protection (receiver...