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Swaption 掉期期权;交换选择权;掉期期权;互换期权;掉期期权;交换期权;聽聽聽swaption的常用例句:1:你也可以通过买期权来进入一个互换合约 You can buy an option to take part in a swap, a contract dubbed a "swaption".2:你也可以通过买期权来进入一个互换合约，这种期权合约叫做"互换期权[4]"。 You can buy an option to take part in a swap, a contract dubbed a "swaption".3:你可以认购期权而后进行利率掉期，此种契约诨号"掉期期权" You can buy an option to take part in a swap, a contract dubbed a "swaption".4:在利率互换中加入期权或加入在未来取消某一项互换的选择权而形成的结构称为互换期权。 A derivative consisting of an option to enter into an interest-rate swap or to cancel an existing swap in the future is called swaption.5: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。 A swaption in which the buyer has the right to enter into a swap as a fixed-rate payer.6:本文提出一个跳跃扩散模型，将信用违约交换的价差当作主要变数来计算信用违约交换选择权的价格，其中跳跃的部份是以标点过程以及复合波式过程来描述。 We propose a jump-diffusion credit market model that treats the CDS spread as the major variable to value a credit default swaption, in which the jumps are modeled by the marked point processes as well as the compound Poisson processes.7:多元树，利率交换选择权，信用违约交换 Multinomial tree,Swaption,Credit Default Swap CDS8:期权合约：—股票期权；—股票指数期权；—外汇期权；—期货合约期权；—基于利率合约的期权：●利率顶和利率底；●利率套：利率顶和利率底的特定组合；●互换权：允许持有者在一个日期以后进入互换的期权。 Option Contracts:—Equity options;—Stock index options;—Foreign currency options;—Options on futures contracts;—Option-based interest rate contracts:●Caps and floors;●Collars: special combinations of caps and floors;●Swaption: Options that allow the holder to enter into a swap contract at a later date.9:期权合约：—股票期权；—股票指数期权；—外汇期权；—期货合约期权；—基于利率合约的期权：●利率顶和利率底；●利率套：利率顶和利率底的特定组合；●互换权：允许持有者在一个日期以后进入互换的期权。 Option Contracts:—Equity optio —Stock index optio —Foreign currency optio —Optio on futures contract —Option-based interest rate contracts:●Ca and floor ●Collars: ecial combinatio of ca and floor ●Swaption: Optio that allow the holder to enter into a swap contract at a later date. |
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