Back to Lexicon

Longevity swaption

\lɔnˈʤɛvəti\ swaption

A longevity swaption is a derivative contract allowing the owner the option (the right but not the obligation) to enter into an underlying longevity swap.

With a defined floating leg and fixed leg of the underlying longevity swap,

Keep exploring our Lexicon of Longevity
Back to Lexicon
Icon/Arrow/UpIcon/Pin/Calander12Icon/Close/blackIcon/Social/FacebookFlag/CanadaFlag/wolrdFlag/ukFlag/usaIcon/Social/LinkedinIcon/MinusIcon/PinIcon/ExpandIcon/QuoteIcon/Website-greenIcon/Website/grey