How to enter a Swaption

Created by Maria Appelquist, Modified on Wed, 07 Feb 2024 at 03:30 PM by Maria Appelquist

Go to Deal input and select Swaptions


Enter the Legal entity and Counterparty

Select Swap type- Interest rate swap or Cross currency swap

Select the Interest type- Fixed/Floating, Floating/Floating or as a third option when it is a cross currency swap Fixed/Fixed

If Fixed /Floating i selected please chose if you pay fixed or received fixed

Select amortisation Type if relevant


In the basic tab

Fill in currency and amount and relevant dates.

The exercise date will be set to the begin date as default.


In the interest tab 

Fill in interest rates, periods and conventions


Option fees needs to be added as a add Deal

Select  Recurring fees

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