It stands for knock-in swaption. A barrier swaption in which protection exists or activates only if the swap rate crosses…
An interest rate swaption (swaption) that can be exercised at any time within a specified range, perhaps following a lockout...
A barrier swaption in which protection exists or activates only if the swap rate crosses the barrier. In essence it...
An option whose underlying asset is an interest rate (hence called: an interest rate option) or an interest rate swap...