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FINCAD offers the most transparent solutions in the industry, providing extensive documentation with every product. This is complemented by an extensive library of white papers, articles and case studies.

European Swaption

An option on a forward start swap that gives the purchaser the right to either pay or receive a fixed rate. A buyer of a swaption who has the right to pay fixed and receive floating is said to have purchased a payer swaption. Alternatively, the right to exercise into a swap through which the buyer receives fixed and pays floating is known as receiver swaption. The options holder is only permitted to exercise on the expiry date.

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F3 Video

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F3 Brochure

Portfolio valuation and risk analytics for multi-asset derivatives and fixed income.