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Long Receiver Swaption

A long position in a receiver swaption. This position gives the holder the right and opportunity to receiver the floating...

Interest Rate Swaption

An option on an interest rate swap. It grants the holder the right, without the obligation, to enter into an...

Receiver Swaption

A swaption (option on a swap) that gives the holder the right, without the obligation, to enter into a swap as the fixed-rate receiver...