swaption

swaption

美 [s'wæp?(?)n] 　英 [s'wæp?(?)n]

• 網絡互換期權；利率交換選擇權；掉期期權

詞形變化

復數：swaptions  

英漢解釋

n.	1. an option on a contract giving the holder the right to enter into a swap

例句

At last, we give a example of this model, and analyse some influencing factors of the price of a rate-capped swap with Bermudan Swaption.

最后，將該模型運用于一實例中，并對影響含有百慕大互換選擇權的利率上限互換內嵌期權大小因素進行了分析。

swaption: options that allow the holder to enter into a swap contract at a later date.

互換權：允許持有者在一個日期以后進入互換的期權。