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European Style Swaption

A swaption (swap option) that can only be exercised on one day at the end of the option's life. This...

Variable-Notional Swaption

An option on a variable-notional swap. This option (swaption) gives the holder the right without the obligation to enter into...

Asset Swap Option

An option on an underlying asset swap. It gives the holder the right, without the obligation, to buy an asset...

Asset Swaption

An option on an underlying asset swap. It gives the holder the right, without the obligation, to buy an asset...

American Swaption

An interest rate swaption (swaption) that can be exercised at any time within a specified range, perhaps following a lockout...

Variable Swaption

A swaption in which the underlying swap has a fixed tenor at the trade date. If the option is exercisable...

Cross-Currency Swaption

A cross-currency derivative which constitutes an option giving the holder the right, without the obligation, to enter into a cross-currency...

Pay-Fixed Asset Swaption

An asset swaption in which the buyer pays fixed and receives floating, while the seller, of course, pays floating and...

Payer Swaption

A swaption which gives the holder the right, without the obligation, to buy a swap on or by a specific...

Long Payer Swaption

A long position in a payer swaption. This position gives the holder the opportunity to pay the fixed rate and...