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Receiver Extendible Swap

An extendible swap which combines a fixed receiver swap and a receiver swaption. For example, an investor buys a swap...

Payer Extendible Swap

An extendible swap which combines a fixed payer swap and a payer swaption. For example, an investor buys a swap...

Extendible Swap

A swap in which an extension option is embedded. This means, one party (typically the fixed-rate payer) has the option...