Rate Options¶

`EuropeanSwaption`	European option to enter a payer or receiver fixed/floating swap at expiry.
`SwaptionType`	Payer or receiver European swaption.
`CapFloor`	An interest-rate cap or floor.
`CapFloorType`	Cap or floor direction.
`CapletFloorlet`	A single caplet or floorlet.
`CapletFloorletType`	Caplet or floorlet payoff direction.