swaption

(redirected from Bermudan swaption)
Also found in: Financial.

swap·tion

 (swŏp′shən)
n.
An option giving the buyer the right to enter into a swap agreement by a specified date.

[Blend of swap and option.]

swaption

(ˈswɒpʃən)
n
(Banking & Finance) another name for swap4
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