Swaptions are option contracts, which permit it to the buyer against the payment of a unique premium to enter for the run time end of the option into a Swap. The Swap is determined regarding its running time and interest height. The buyer has for it as with a "normal" option a premium to pay the option price.

Articles in category "Swaption"

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• Swaption
  A payer swaption is a call on a pay-fixed swap


• Swaption - Wikipedia, the free encyclopedia
  A swaption is a financial instrument granting the owner an option to enter ... There is a liquid swaption market on the LIBOR rates of all the world's major ...


• swaption Definition
  swaption - definition of swaption - An option on a swap, usually an interest rate swap.