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KI Swaption

It stands for knock-in swaption. A barrier swaption in which protection exists or activates only if the swap rate crosses…

American Swaption

An interest rate swaption (swaption) that can be exercised at any time within a specified range, perhaps following a lockout...

Knock-In Swaption

A barrier swaption in which protection exists or activates only if the swap rate crosses the barrier. In essence it...

Amortizing Option

An option whose underlying asset is an interest rate (hence called: an interest rate option) or an interest rate swap...