Swaption
掉期期權;交換選擇權;掉期期權;互換期權;掉期期權;交換期權; swaption的常用例句:1:妳也可以通過買期權來進入壹個互換合約 You can buy an option to take part in a swap, a contract dubbed a "swaption".2:妳也可以通過買期權來進入壹個互換合約，這種期權合約叫做"互換期權[4]"。 You can buy an option to take part in a swap, a contract dubbed a "swaption".3:妳可以認購期權而後進行利率掉期，此種契約諢號"掉期期權" You can buy an option to take part in a swap, a contract dubbed a "swaption".4:在利率互換中加入期權或加入在未來取消某壹項互換的選擇權而形成的結構稱為互換期權。 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:買方有權選擇是否執行收取固定利息，支付浮動利息的利率交換，而賣方應買方要求履約。 A swaption in which the buyer has the right to enter into a swap as a fixed-rate payer.6:本文提出壹個跳躍擴散模型，將信用違約交換的價差當作主要變數來計算信用違約交換選擇權的價格，其中跳躍的部份是以標點過程以及復合波式過程來描述。 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:多元樹，利率交換選擇權，信用違約交換 Multinomial tree,Swaption,Credit Default Swap CDS8:期權合約：—股票期權；—股票指數期權；—外匯期權；—期貨合約期權；—基於利率合約的期權：●利率頂和利率底；●利率套：利率頂和利率底的特定組合；●互換權：允許持有者在壹個日期以後進入互換的期權。 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:期權合約：—股票期權；—股票指數期權；—外匯期權；—期貨合約期權；—基於利率合約的期權：●利率頂和利率底；●利率套：利率頂和利率底的特定組合；●互換權：允許持有者在壹個日期以後進入互換的期權。 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.