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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.

 
 

Follow this link for all the terms related to callswap.

 
 Embedded terms in definition
 Floating rate payer
Floating rate
Payer
Right
Swaption
Swap
Writer
 
 Related Terms
 

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