Trigger Swaption

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Lever H?ll

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发布日期: 2022年3月12日
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A Trigger Swaption is an option on a swap that you can exercise on the exercise date if the trigger index rate is above (or below) the trigger rate. There are two types:

? Right to Pay (RTP) — a swap where the buyer pays a fixed interest rate when the trigger index rate exceeds the exercise price.

? Right to Receive (RTR) — a swap where the buyer receives a fixed interest rate when the trigger index rate declines below the exercise price.

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