Example from the Hansard archive. Contains Parliamentary information licensed under the Open Parliament Licence v3.0
If furthermore the range accrual is callable, then the valuation model also needs to take into account the dynamic between the
swaption and the underlying.
From
Wikipedia
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If the bond is called, the
swaption is exercised, effectively canceling the swap leaving no more interest rate exposure for the issuer.
From
Wikipedia
This example is from Wikipedia and may be reused under a CC BY-SA license.
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