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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…

Rollover Date

The date on which the periodic payment terms and conditions of a swap agreement are established. In other words, the...

Roll Date

The date on which the periodic payment terms and conditions of a swap agreement are established. In other words, the...

Knock-In Swaption

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

Reset Date

The date on which the periodic payment terms and conditions of a swap agreement are established. In other words, the...