It stands for knock-out swaption. In essence it belongs to the class of barrier options. Thanks to the knock-out mechanism,...
An option that confers on the holder or owner the right to enter into a forward swap, at the swaption...
An embedded Bermudan option in a cross currency swap. More specifically, it is a contract in which the holder of...
An option to buy (if a call) or sell (if a put) a prearranged single-name credit default swap (CDS). It...
An option on a swap (a swaption) which expires after more than a year (e.g. 1, 2 or 3 years)....
A swaption which gives the holder the right, but not the obligation, t to enter into an inflation-indexed swap (which...
An abbreviation for year-on year inflation indexed swaption; an inflation-indexed swaption which gives the holder the right to enter into...
A Bermudan swaption in which the option (on the underlying swap) can be exercised on every reset date from present...
An swaption in which the termination date of the underlying swap is fixed at the trade date. As time gets...
An asset swaption that gives the holder the right, without the obligation, to sell an asset swap package with a...