Definition of Swaption. Meaning of Swaption. Synonyms of Swaption

- 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...
- 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...
- registered to become SDRs. They started to list some types of swaps, swaptions and swap ****ures on their platforms. Other exchanges followed, such as...
- In finance, a default option, credit default swaption or credit default option is an option to buy protection (payer option) or sell protection (receiver...
- 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...