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Swaption |
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Swaption Options on interest rate swaps. The buyer of a swaption has the right to enter into an interest rate swap agreement by some specified date in the future. The swaption agreement will specify whether the buyer of the swaption will be a fixed-rate receiver or a fixed-rate payer. The writer of the swaption becomes the counterparty to the swap if the buyer exercises. Swaption An option in which the buyer of the option has the right to enter into to an interest rate swap. The terms of the swaption specify whether the buyer will be the payer of the floating rate or the payer of the fixed rate. It is called a swaption because it is an option on a swap. A swaption is useful if an interest rate swap may be useful for the buyer's investment strategy, but there is still some uncertainty as to whether that will be the case. See also: Call swaption, Put swaption, Plain vanilla swap.
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The financial crisis of the turnpike authority was a function of the swaptions that happened two to three years after I left state government," he said, while the peak construction and multibillion cost overruns from the project "occurred about 18 months to two years after I left state government. It started in the 19th century in Chicago betting on 'futures' mostly in agricultural commodities but today has ballooned into a complex series of trades with its own arcane language: options swaps, swaptions on everything from future currency and interest rates to the weather or the fate of saddam Hussein. Chief executive Blaise Labriola says Theoretics' Telemark Risk Management System tracks fixed-income products ranging from bonds and mortgages to swaps and swaptions, caps/floors and currencies. |
Swaptions |
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