Derivative Pricing - Swaption

Swaption Pricing

Notice: Enter expiry and swap tenor in days for high-precision pricing.
Bermudan exercise uses a Hull-White model.

Notional Amount:

Strike Rate (e.g. 0.03):

Exercise Type:

Option Expiry (Days):

Swap Tenor (Days):

Volatility (e.g. 0.20):

Risk-Free Rate (e.g. 0.02):

Results
Price (NPV)