Payer Swaption= long fixed rate bond, is this correct?

[dududu100]

I know
Payer Swap= long interest rate call + short interest put= long a series of FRA= long floating rate bond + short fixed rate bond
Can we say
Payer Swaption= long fixed rate bond
Thank you!

 

[dududu100]

Anyone?

 

[olympria]

Payer Swaption = Payer of the fixed rate

 

[Flashback]

Payer swaption = pays fixed rate as Olympria says and it is considered a long position or analog to call option.
Receiver swaption = receives fixed rate and it is considered a short position or analog to put option.