swaption
基本解釋
- n.蓡與利率掉期的選擇權(quán)
英漢例句
- A swaption in which the buyer has the right to enter into a swap as a fixed-rate payer.
買(mǎi)方有權(quán)選擇是否執(zhí)行收取固定利息，支付浮動(dòng)利息的利率交換，而賣方應(yīng)買(mǎi)方要求履約。 - MATLAB code to perform Monte Carlo simulation for getting price of an European swaption under the Libor Market Model (LMM) framework.
(譯)：MATLAB的代碼執(zhí)行Monte Carlo模擬得到的價(jià)格掉期期權(quán)的歐洲市場(chǎng)的倫敦銀行同業(yè)拆息模型（ LMM ）框架。