Swaption: Difference between revisions
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imported>Doug Williamson (Layout.) |
imported>Doug Williamson (Removed link) |
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== See also == | == See also == | ||
* [[Forward start swap]] | * [[Forward start swap]] | ||
* [[MCT]] | * [[MCT]] | ||
* [[Option]] | * [[Option]] | ||
* [[Swap]] | * [[Swap]] | ||
Revision as of 14:17, 16 November 2016
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.
