Call swaption

Call swaption
A swaption in which the buyer has the right to enter into a swap as a fixed-rate payer. The writer therefore becomes the fixed-rate receiver/floating rate payer. ...

Business Definition for: call swaption
Dictionary of Finance and Investment Terms
call swaption ...

Call Swaption
A type of option between two parties that can be exercised on a swap where the buyer of the swap has the right, but not obligation to, receive an agreed upon fixed interest rate.

call swaption Short for call swap option. This is an exchange in which the buyer pays an option... callable Able to be redeemed prior to maturity. The term generally applies to bonds and...

The combination of cash flow uncertainty and reinvestment risk introduced by a call provision.
Call 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.
sweep account ...

A receivers swaption is an option giving the holder the right to receive fixed rate under an interest rate swap. As it is analogous to having a call option on a fixed rate bond, it is also known as a call swaption.

See also: Receiver, Banks, Call money, Call money rate, Call protection