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Inflation-Indexed Swaption

A swaption which gives the holder the right, but not the obligation, t to enter into an inflation-indexed swap (which...

    YYIISO

    An abbreviation for year-on year inflation indexed swaption; an inflation-indexed swaption which gives the holder the right to enter into...

      Zero-Coupon Inflation-Indexed Swaption

      A payer zero-coupon inflation-indexed swaption is an option which gives the holder the right to enter into a payer zero-coupon...