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Interest Rate Swaption Product and Valuation Practical Guide

Interest Rate Swaption Product and Valuation Practical Guide

An interest rate swaption or interest rate European swaption is an OTC option that grants its owner the right but not the obligation to enter an underlying interest rate swap. Swaptions provide clients with a guarantee that the fixed rate of interest they will pay at some of future time will not exceed certain level. This presentation gives an overview of swaption product and valuation. You can find more details at http://www.finpricing.com/lib/IrSwaption.html

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Swaption Product and Vaulation Alan White FinPricing http: //finpricing

Swaption Product and Vaulation Alan White FinPricing http: //finpricing

Swaption Product and Vaulation Alan White FinPricing http: //www.finpricing.com. Swaption. Summary Interest Rate Swaption Introduction The Use of Swaption Swaption Payoff Valuation Practical Guide A real world example. Swaption. Swaption Introduction

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Understanding Interest Rate Capped Swap Valuation and Risk

Understanding Interest Rate Capped Swap Valuation and Risk

A capped swap is an interest rate swap with an interest rate cap option where the floating rate of the swap is capped at a certain level while a floored swap is an interest rate swap with a floor option where the floating rate of the swap is floored at a certain level. Capped swaps or floored swaps limit the risk of the floating rate payer or receiver to adverse movements in interest rates. A capped swap can be decomposed into a swap and a cap whereas a floored swap can be decomposed into a swap and a floor. This presentation gives an overview of capped/floored swap product and valuation. You find more information at http://www.finpricing.com/lib/IrCappedSwap.html

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