Swaption Contract
From Open Risk Manual
Definition
Swaption Contract. An Option taken on interest rate swaps.
Issues and Challenges
This definition is specific to IR Swaps. Are there other sorts? Can we have a more general definition? FpML: A swaption product definition.
Disclaimer
This entry annotates a FIBO Ontology Class. FIBO is a trademark and the FIBO Ontology is copyright of the EDM Council, released under the MIT Open Source License. There is no guarantee that the content of this page will remain aligned with, or correctly interprets, the concepts covered by the FIBO ontology.
Facts about "Swaption Contract"
| IsDefinedBy URI of an entity that is defined via an imported vocabulary. | https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/Swaptions/index-en.html + |
