Swaption Straddle or Straddle and which
comprises two Swaptions, one in respect of an Underlying Swap Transaction that is an Underlying Payer
Swap and one in respect of an Underlying ... Payment Date and (B) if Physical Settlement is applicable, the right to
cause the Underlying Swap Transaction to become effective;
(ii) in respect of a Swap Transaction to which Optional
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01388297.pdf