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USD Swaption Volatility Surface

发布日期: 2026-08-03研究机构: Goldman Sachs报告页数: 7原文语言: English证据页码: 3

研报英文原文证据摘录

USD Swaption Volatility Surface

relied on as such.

Opinions expressed are our current opinions as of the date appearing on this material only and only represent the views of the author and not those of Goldman Sachs, unless otherwise expressly noted.

Risk Disclosure Regarding futures, options, equity swaps, and other derivatives as well as non-investment-grade securities and ADRs: Please ensure that you have read and understood the current options disclosure document

before entering into any such transactions. Current United States listed options, futures and security futures disclosure documents are available from our sales representatives or at http://www.theocc.com/components/docs/riskstoc.pdf,

http://www.goldmansachs.com/disclosures/risk-disclosure-for-futures.pdf and http://www.nfa.futures.org/NFA-compliance/publication-library/security-futures-disclosure.pdf, respectively. Certain transactions - including those involving futures,

options, equity swaps, and other derivatives as well as non-investment-grade securities - give rise to substantial risk and are not available to nor suitable for all investors. If you have any questions about whether you are eligible to enter into these

transactions with Goldman Sachs, please contact your sales representative. Foreign-currency-denominated securities are subject to fluctuations in exchange rates that could have an adverse effect on the value or price of, or income derived

from, the investment. In addition, investors in securities such as ADRs, the values of which are influenced by foreign currencies, effectively assume currency risk.

Conflict of Interest Disclosure: We are a full-service, integrated investment banking, investment management, and brokerage firm.

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