Swap option
See: Swaption. Related: Quality option.
Swap rate
The difference between spot and forward rates expressed in points, e.g., $0.0001 per pound sterling.
Swap option Related: Quality
Swap reversal An designed to end a counterparty's role in another rate swap, accomplished by counterbalancing the original swap in maturity, reference rate, and notional amount.
A swap option; an option on an interest-rate swap. The option gives
the holder the right to enter into a contracted interest-rate swap at a specified
future date. See Swap.
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Also called the swap option, the seller's choice of deliverables in Treasury Bond and Treasury note futures contract. Related: cheapest to deliver issue
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A type of stock swap option exercise in which a small number of previously-owned shares is surrendered to the company to pay a portion of the exercise price, for which a slightly larger number of option shares may be purchased, ...
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...
Quality option Also called the swap option, the seller's choice of deliverables in Treasury Bond and Treasury note futures contract.
Definition: [crh] A type of stock swap option exercise in which a small number of previously-owned shares is surrendered to the company to pay a portion of thDefinition: e exercise price, ...
Quality option
Gives the seller choice of deliverables in Treasury bond and Treasury note futures contracts. Also called the swap option. Related: Cheapest to deliver issue.
Also called the swap option. Related: Cheapest to deliver issue. Quantitative analysis An assessment of specific measurable securities or investment factors, such as cost of capital, value of assets; and projections of sales, costs, earnings, ...
The buyer pays a premium for the right to swap at this fixed rate. Short for a call swap option, a call swaption can be used as a hedging tool to avoid risk if a bond issuer believes interest rates might decrease.
Derivatives can be both exchange and non-exchange traded (known as Over the Counter or OTC). Examples of derivative instruments include Options, Interest Rate Swaps, Forward Rate Agreements, Caps, Floors and Swap options.
 See also: Exercise price, Currency option, Fraud, Convertible Bond, Options contract
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