Exchange Currency

call swaption

A swaption in which the buyer has the right to enter into a swap as a fixed-rate payer.

Related information about call swaption:
  1. Call Swaption Definition | Investopedia
    A type of option between two parties that can be exercised on a swap where the buyer of the swap has the right, but not obligation to, receive an agreed upon ...
     
  2. What's the correct definition of a call swaption? | QuantNet Community
    May 13, 2011 ... The definition given in FRM handbook is: Call swaption is "option to pay floating and receive fixed", while I also see the opposite definition("pay.
     
  3. Call Swaption - Financial Dictionary - The Free Dictionary
    A swaption in which the buyer has the right to enter into a swap as a fixed-rate payer. The writer therefore becomes the fixed-rate receiver/floating-rate payer.
     
  4. What is call swaption? definition and meaning
    Definition of call swaption: A swaption in which the buyer has the right to enter into a swap as a fixed-rate payer.
     
  5. call swaption - FX Words
    Short for call swap option. This is an exchange in which the buyer pays an option. ..
     
  6. Swaptions
    Callable swap = swap - receiver (call) swaption. • Fixed payer has the option to cancel. • The option to cancel is a receiver swaption. • Putable swap = swap + ...
     
  7. Call swaption - Bizterms.net
    Similar financial terms. Call feature on bonds. A call feature grants the issue the right to retire the debt, fully or partially, before the scheduled maturity date.
     
  8. call swaption - Invest Definition
    call swaption definition: A swaption is an option to enter into an interest rate swap at a specified future date with the call giving the purchaser the right, but not the ...