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Is there a way to enter a trading strategy in which the notional of the cashflows of an amortising swaption become all the same?

For example, imagine the notional for the first four cashflows of an amortising swaption would be 1000, 1000, 500, 300. What can I trade to convert them all into 1000 notional cashflows? I am reading that you can do that by going long and short swaps of different maturities but I am not sure how that would work.

Thanks in advance.

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Say you had an amortising notional reflecting a receiver swap:

1000, 600, 300, 0.

This is reflective of 3 constant notional swaps (of different maturities), which can be executed simultaenously and therefore their notionals sum up:

1) 400, 0, 0, 0
2) 300 300, 0, 0
3) 300, 300, 300, 0
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For a swap you can replicate amortising swap with a series of constant notional swaps of different maturity as answered. If it is a European swaption into an amortising swap then cannot exactly replicate by splitting up as having one option to exercise on one amortising swap is different from several options that can be exercised independently. It can create and upper or lower bound.

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