English Dictionary

Bermudan

形容詞

比較不可 オプション用語

(finance, of an option) That can be exercised on specific dates between the issue date and the expiry date.

日本語の意味

金融商品のオプションが、発行日と満期日の間のあらかじめ指定された特定の日にのみ権利行使可能であること

The analyst recommended hedging the Bermudan option immediately, since it could only be exercised on specific dates between the issue date and the expiry date.

アナリストは、発行日と満期日の間の特定の日にのみ行使できるバミューダ型オプションをただちにヘッジするよう勧めた。

意味（1）

(finance, of an option) 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.