FltFlt Swaption


FltFlt Swaption is a
direct subtype of Option with functions FltFlt Swaption Functions, keys FltFlt Swaption keys and example object FltFltSwpton that represents a zero striked Option where the underlying contract is a IRS.
Stated differently, the holder of a call FltFlt 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 FltFlt Swaption contract.

The pricing methodology is specified in
Model[FltFlt Swaption]