Swaption: Difference between revisions
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imported>Administrator (CSV import) |
imported>Doug Williamson (Broaden by linking with Forward start swap page.) |
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== See also == | == See also == | ||
* [[Forward start swap]] | |||
* [[Option]] | * [[Option]] | ||
* [[Swap]] | * [[Swap]] | ||
Revision as of 15:19, 27 November 2014
An option on a swap where the buyer of the option has the right, but not the obligation, to enter into a specified swap on a specific future date (or on one of a number of specified dates) set out in the terms of the swaption.
