Swaption

From ACT Wiki

Revision as of 20:26, 9 February 2019 by imported>Doug Williamson (Remove surplus link.)

(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Jump to navigation Jump to search

An option on a swap.

The buyer of the swaption 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.

See also

Retrieved from ‘https://wiki-dev.treasurers.org/w/index.php?title=Swaption&oldid=46259’

Navigation menu