FxdFlt Swaption


FxdFlt Swaption is a
direct subtype of Option with functions FxdFlt Swaption Functions, direct subtypes FxdFlt Swaption subtypes, keys FxdFlt Swaption keys and example object FxdFltSwpton that represents a zero striked Option where the underlying contract is a FxdIbor Swap.
Stated differently, the holder of a call FxdFlt 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 FxdFlt Swaption contract.

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

The pricing methodology is specified in
Model[FxdFlt Swaption]