swaption
基本解释
- n.参与利率掉期的选择权
英汉例句
- A swaption in which the buyer has the right to enter into a swap as a fixed-rate payer.
买方有权选择是否执行收取固定利息，支付浮动利息的利率交换，而卖方应买方要求履约。 - MATLAB code to perform Monte Carlo simulation for getting price of an European swaption under the Libor Market Model (LMM) framework.
(译)：MATLAB的代码执行Monte Carlo模拟得到的价格掉期期权的欧洲市场的伦敦银行同业拆息模型（ LMM ）框架。