Translations for „swaption“ in the English » German Dictionary

swap·tion [ˈswɒpʃən, Am ˈswɑ:p-] N FIN

swaption (swap option)

Swaption f

swaption N FINMKT

Specialized Vocabulary

swaption (Swap-Option)

Swaption f

Monolingual examples (not verified by PONS Editors)

English

If furthermore the range accrual is callable, then the valuation model also needs to take into account the dynamic between the swaption and the underlying.

en.wikipedia.org

If the bond is called, the swaption is exercised, effectively canceling the swap leaving no more interest rate exposure for the issuer.

en.wikipedia.org