In essence it belongs to the class of barrier options. Thanks to the knock-out mechanism, this swaption has the potential...

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

An option that gives the holder the right, without the obligation, to enter into a spark spread swap by a...

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

An option that gives the holder the right, without the obligation, to enter into a spark spread swap by a...

An option that confers on the holder, being the payer of the fixed rate, the right to enter into an...

A constant maturity option (a floortion on a constant maturity swap) which gives the holder the right to place a...

A constant maturity option (a caption on a constant maturity swap) which gives the holder the right to place a...

A short position in a payer swaption. This position gives the holder the right and opportunity to pay the floating...

A swaption which activates or comes into life when the swap coupon crosses a threshold level or “barrier”. It comes...