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Receiver Extendable Swap

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

Receiver Extendible Swap

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

Chooser Swap

An interest rate swap giving the holder the option to choose to enter into either a receiver swap or a...

Receiver Swap

A put option on a swap in which the buyer has the right, but is not obliged, to enter into a swap wherein he...