Published September 8, 2020
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Bermudan Swaption Explained
Description
A Bermudan swaption is an option that gives the owner the right to enter a swap at each predetermined date in the exercise schedule.
Notes
https://ia903404.us.archive.org/20/items/ir-bermudan-28/IrBermudan-archive.pdf
Files
Zenodo-IrBermudan.pdf
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