A swaption in which the buyer has the right to enter into a swap as a fixed-rate payer.
Related information about call swaption:
- 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 ...
- 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.
- 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.
- 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.
- call swaption - FX Words
Short for call swap option. This is an exchange in which the buyer pays an option. ..
- 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 + ...
- 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.
- 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 ...