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Fixed Float Swaption is a Tradable that represents a zero striked Option where the underlying contract is a FixedFloat IRS.
Stated differently, the holder of a call Fixed Float Swaption has the right to enter with a long position into a predefined interest rate swap at one of the exercise dates allowed in the Fixed Float Swaption contract.

Apart from the attributes associated with it being an
Option, a Fixed Float Swaption may exhibit the following additional attributes:
Tradable::Settlement Type

The pricing methodology is specified in
Model[Fixed Float Swaption]

The following QuantLib issues have been identified:

The following direct subtypes exist:
Vanilla Swaption