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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 bdteuropeanswoshortratevol.
- Swaption wikiPageExternalLink adlec4.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 wikiPageLength "9798".
- Swaption wikiPageOutDegree "49".
- Swaption wikiPageRevisionID "682766273".
- Swaption wikiPageWikiLink American_option.
- Swaption wikiPageWikiLink Banc_of_America_Securities.
- Swaption wikiPageWikiLink Bank_of_America_Securities.
- Swaption wikiPageWikiLink Bermudan_option.
- Swaption wikiPageWikiLink Binomial_options_pricing_model.
- Swaption wikiPageWikiLink Black_model.
- Swaption wikiPageWikiLink Black–Derman–Toy_model.
- Swaption wikiPageWikiLink Bond_option.
- Swaption wikiPageWikiLink Category:Options_(finance).
- Swaption wikiPageWikiLink Citigroup.
- Swaption wikiPageWikiLink Exotic_option.
- Swaption wikiPageWikiLink Expected_value.
- Swaption wikiPageWikiLink Forward_contract.
- Swaption wikiPageWikiLink Forward_price.
- Swaption wikiPageWikiLink Forward_rate.
- Swaption wikiPageWikiLink Frank_Fabozzi.
- Swaption wikiPageWikiLink Frank_J._Fabozzi.
- Swaption wikiPageWikiLink Guesstimate.
- Swaption wikiPageWikiLink Hedge_(finance).
- Swaption wikiPageWikiLink Ho–Lee_model.
- Swaption wikiPageWikiLink Hull–White_model.
- Swaption wikiPageWikiLink Interest_rate_risk.
- Swaption wikiPageWikiLink Interest_rate_swap.
- Swaption wikiPageWikiLink JPMorgan_Chase.
- Swaption wikiPageWikiLink JP_Morgan_Chase.
- Swaption wikiPageWikiLink John_Wiley_&_Sons.
- Swaption wikiPageWikiLink Lattice_model_(finance).
- Swaption wikiPageWikiLink Moneyness.
- Swaption wikiPageWikiLink Net_present_value.
- Swaption wikiPageWikiLink New_York_University_Stern_School_of_Business.
- Swaption wikiPageWikiLink Option_(finance).
- Swaption wikiPageWikiLink Option_style.
- Swaption wikiPageWikiLink Over-the-counter_(finance).
- Swaption wikiPageWikiLink Present_value.
- Swaption wikiPageWikiLink Quantitative_analyst.
- Swaption wikiPageWikiLink Short-rate_model.
- Swaption wikiPageWikiLink Short_rate_model.
- Swaption wikiPageWikiLink Swap_(finance).
- Swaption wikiPageWikiLink Thomson-Reuters.
- Swaption wikiPageWikiLink Thomson_Reuters.
- Swaption wikiPageWikiLink Trader_(finance).
- Swaption wikiPageWikiLink Trinomial_Tree.
- Swaption wikiPageWikiLink Trinomial_tree.
- Swaption wikiPageWikiLink Underlying.
- Swaption wikiPageWikiLink University_of_Basel.
- Swaption wikiPageWikiLink Volatility_(finance).
- Swaption wikiPageWikiLink Volatility_smile.
- Swaption wikiPageWikiLink Yield_curve.
- Swaption wikiPageWikiLinkText "Swaps Desk".
- Swaption wikiPageWikiLinkText "Swaption".
- Swaption wikiPageWikiLinkText "Swaption#Valuation".
- Swaption wikiPageWikiLinkText "Swaption: Valuation".
- Swaption wikiPageWikiLinkText "Swaptions".
- Swaption wikiPageWikiLinkText "swaption".
- Swaption wikiPageWikiLinkText "swaptions".
- Swaption hasPhotoCollection Swaption.
- Swaption wikiPageUsesTemplate Template:Cite_book.
- Swaption wikiPageUsesTemplate Template:Derivatives_market.
- Swaption wikiPageUsesTemplate Template:Refimprove.
- Swaption wikiPageUsesTemplate Template:Reflist.
- Swaption subject Category:Options_(finance).
- Swaption hypernym Option.
- Swaption type Article.
- Swaption type Automobile.
- Swaption type Article.
- Swaption comment "A swaption is an option granting its owner the right but not the obligation to enter into an underlying swap.".
- Swaption label "Swaption".
- 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 Свопцион.
- Swaption sameAs Swaption.
- Swaption sameAs Свопціон.
- Swaption sameAs Q2140526.
- Swaption sameAs Q2140526.
- Swaption wasDerivedFrom Swaption?oldid=682766273.
- Swaption isPrimaryTopicOf Swaption.