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- Swaption abstract "A swaption is an option granting its owner the right but not the obligation to enter into an underlying swap. Although options can be traded on a variety of swaps, the term "swaption" typically refers to options on interest rate swaps.There are two types of swaption contracts:A payer swaption gives the owner of the swaption the right to enter into a swap where they pay the fixed leg and receive the floating leg.A receiver swaption gives the owner of the swaption the right to enter into a swap in which they will receive the fixed leg, and pay the floating leg.In addition, a "straddle" refers to a combination of a receiver and a payer option on the same underlying swap. The buyer and seller of the swaption agree on:the premium (price) of the swaptionlength of the option period (which usually ends two business days prior to the start date of the underlying swap),the terms of the underlying swap, including:notional amount (with amortization amounts, if any)the fixed rate (which equals the strike of the swaption)the frequency of observation for the floating leg of the swap (for example, 3 month Libor paid quarterly)".
- Swaption wikiPageExternalLink books?id=wF8yVzLI6EYC&printsec=frontcover&dq=Valuation+of+fixed+income+securities+and+derivatives.
- Swaption wikiPageExternalLink bdteuropeanswoshortratevol.
- Swaption wikiPageExternalLink adlec4.pdf.
- Swaption wikiPageExternalLink option%20valuation.pdf.
- Swaption wikiPageExternalLink 4-00.pdf.
- Swaption wikiPageExternalLink swaptions.pdf.
- Swaption wikiPageExternalLink basic-fixed-income-derivative-hedging.php.
- Swaption wikiPageExternalLink count.asp?fileId=226.
- Swaption wikiPageExternalLink FOPT_2_090924.pdf.
- Swaption wikiPageID "378465".
- Swaption wikiPageRevisionID "605239634".
- Swaption hasPhotoCollection Swaption.
- Swaption subject Category:Options_(finance).
- Swaption type Abstraction100002137.
- Swaption type Communication100033020.
- Swaption type DerivativeInstrument106480506.
- Swaption type Document106470073.
- Swaption type LegalDocument106479665.
- Swaption type Option113241600.
- Swaption type Options.
- Swaption type Writing106362953.
- Swaption type WrittenCommunication106349220.
- Swaption comment "A swaption is an option granting its owner the right but not the obligation to enter into an underlying swap.".
- Swaption label "Opcja swapowa".
- Swaption label "Swaption".
- Swaption label "Swaption".
- Swaption label "Swaption".
- Swaption label "Swaption".
- Swaption label "Swaption".
- Swaption label "Свопцион".
- Swaption label "スワップション".
- Swaption sameAs Swaption.
- Swaption sameAs Swaption.
- Swaption sameAs Swaption.
- Swaption sameAs Swaption.
- Swaption sameAs スワップション.
- Swaption sameAs Opcja_swapowa.
- Swaption sameAs m.02193j.
- Swaption sameAs Q2140526.
- Swaption sameAs Q2140526.
- Swaption sameAs Swaption.
- Swaption wasDerivedFrom Swaption?oldid=605239634.
- Swaption isPrimaryTopicOf Swaption.