单词swaption
网络: 互换期权;利率交换选择权;掉期期权
复数:swaptions
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,将该模型运用于一实例中,并对影响含有百慕大互换选择权的利率上限互换内嵌期权大小因素进行了分析。
swaption: options that allow the holder to enter into a swap contract at a later date.
互换权:允许持有者在一个日期以后进入互换的期权。