bermudan
Collocations
3ADJ.
callable, constant
VERB + BERMUDAN
including, rate
BERMUDAN + NOUN
maturity, option, swaptions
Definitions
noun
A person from Bermuda or of Bermudian descent.
adj
Of, from, or pertaining to Bermuda, or the Bermudian peoples.
adj
That can be exercised on specific dates between the issue date and the expiry date.
This chapter focuses on the pricing of various exotic interest rate derivatives including Bermudan swaptions, constant maturity swaps, trigger swaps, index amortizing swaps, and quantos.
A Bermudan callable has several call dates, usually coinciding with coupon dates.
Thesaurus
Synonyms
noun — a native or inhabitant of Bermuda
Antonyms
Idioms & Phrases
Example Bank
3This chapter focuses on the pricing of various exotic interest rate derivatives including Bermudan swaptions, constant maturity swaps, trigger swaps, index amortizing swaps, and quantos.
WiktionaryA Bermudan callable has several call dates, usually coinciding with coupon dates.
WiktionaryMulti-dimensional option pricing becomes an important topic in financial markets (Franker et al., 2008). Among which, the American-type derivative (e.g. the Bermudan option) pricing is a challenging p
Wiktionary