Category:Swaptions
From Open Risk Manual
Contracts and their corresponding transactions, structured like a swap except that one of the legs is optional on the part of the leg payer rather than being an unconditional commitment to make that payment. The optional leg is therefore structure very like an option contract. Unlike an option, the other side is not a one-off fee to enter into the contract but a commitment to make a pre-defined series of payments.
Pages in category "Swaptions"
The following 5 pages are in this category, out of 5 total.
