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American-Style Swaption

A swaption (swap option) that can be exercised anytime the holder finds favorable or suitable during the options life. Once…

Wasting Swaption

An swaption in which the termination date of the underlying swap is fixed at the trade date. As time gets...

Forward Swaption

An option that gives its holder the right, without the obligation, to enter into a forward swap at a given...

Put Swaption

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