swaption

swaption
An instrument granting the owner an option to enter an interest rate swap.

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  • Swaption — est la contraction des mots swap et option. Il s agit d une option sur un swap : elle donne le droit d acheter (call swaption) ou de vendre (put swaption) un swap selon les conditions prévues dans le contrat optionnel. Portail de la finance …   Wikipédia en Français

  • swaption — An option to enter into a swap. Practical Law Dictionary. Glossary of UK, US and international legal terms. www.practicallaw.com. 2010 …   Law dictionary

  • swaption — /swopˈshən/ (finance) noun A swap option (see under ↑swap) …   Useful english dictionary

  • Swaption — A swaption is an option granting its owner the right but not the obligation to enter into an underlying swap. Although options can be traded on a variety of swaps, the term swaption typically refers to options on interest rate swaps.There are two …   Wikipedia

  • Swaption — Swaptions sind Optionen, die es dem Käufer gegen die Zahlung einer einmaligen Prämie erlauben, zu einem bestimmten Zeitpunkt (europäische Swaption), bis zu einem bestimmten Zeitpunkt (amerikanische Swaption, extrem selten) oder zu festgelegten… …   Deutsch Wikipedia

  • swaption — An option to enter into a swap. A payer or put swaption is the option to enter into a pay fixed/receive floating swap. A receiver or call swaption is the option to enter into receive fixed/pay floating swap. American Banker Glossary options on… …   Financial and business terms

  • 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… …   Financial and business terms

  • Swaption — Un swaption es un tipo de derivado financiero. Consite en una opción cuyo subyacente es un swap, normalmente un interest rate swap (IRS). Es decir, ofrece la posibilidad de entrar en una permuta de tipo de interés. Hay dos tipos de swaption: Un… …   Wikipedia Español

  • Swaption — Recht, zu einem bestimmten Zeitpunkt oder innerhalb einer bestimmten Frist in einen hinsichtlich der Konditionen genau spezifizierten ⇡ Swap einzutreten. Für den Erwerb einer S. wird eine ⇡ Prämie gezahlt. Literatursuche zu  Swaption auf… …   Lexikon der Economics

  • Swaption (Swap Option) — The option to enter into an interest rate swap. In exchange for an option premium, the buyer gains the right but not the obligation to enter into a specified swap agreement with the issuer on a specified future date. The agreement will specify… …   Investment dictionary

  • swaption — swap·tion (swŏpʹshən) n. An option giving the buyer the right to enter into a swap agreement by a specified date.   [Blend of swap, and option.] * * * …   Universalium

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