A swaption (swap option) that can be exercised anytime the holder finds favorable or suitable during the options life. Once…
It stands for constant maturity Bermudan swaption; a Bermudan swaption in which the option (on the underlying swap) can be…
It stands for knock-in swaption. A barrier swaption in which protection exists or activates only if the swap rate crosses…
An option on a municipal swap, such as BMA fixed/ floating swaps, in which the floating leg payments are based...
A long position in a receiver swaption. This position gives the holder the right and opportunity to receiver the floating...
A swaption which grants the holder, as in a credit default swaption, the right to enter into an index default...
An asset swaption in which the buyer pays fixed and receives floating, while the seller, of course, pays floating and...
An asset swaption in which the buyer receives fixed and pays floating, while the seller, of course, receives floating and...
An asset swaption in which the buyer receives fixed and pays floating, while the seller, of course, receives floating and...
An asset swaption that gives the holder the right, without the obligation, to buy an asset swap package with a...