My googling powers are letting me down… Does anyone know what is the likely maximum time until expiration is possible on an interest rate £ swaption (e.g. 5 years) and to still be liquid. Also, how can I find out the prices. Unfortunately I’m not on Bloomberg. Any help would be much appreciated.
Way more than 5 years… Bloomberg is the way to go on prices, though.
agree with joey on both fronts…
Thanks for the help. Much appreciated.