swaption

基本解释

• n.蓡與利率掉期的選擇權

同根派生

英汉例句

• A swaption in which the buyer has the right to enter into a swap as a fixed-rate payer.
  買方有權選擇是否執行收取固定利息，支付浮動利息的利率交換，而賣方應買方要求履約。
• MATLAB code to perform Monte Carlo simulation for getting price of an European swaption under the Libor Market Model (LMM) framework.
  (譯)：MATLAB的代碼執行Monte Carlo模擬得到的價格掉期期權的歐洲市場的倫敦銀行同業拆息模型（ LMM ）框架。