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Swaptions Deconstructed  


Author:  David T. McIndoe.


Source: Volume 26, Number 03, Spring 2009 , pp.60-66(7)




Journal of Taxation of Investments

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Abstract: 

This article is designed as a primer on swaptions, options to enter or exit swap contracts.. It demonstrates how a swaption can be defined by its component parts and discusses a few ways that swaptions are used by market participants.

Keywords: 

Affiliations:  1: Hunton & Williams LLP.

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