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Consider a three-year receiver swaption with an exercise rate of 11.75 percent, in which the underlying swap is a 20 million notional principal fouryear swap. The underlying rate is LIBOR. At the expiration of the swaption, the LIBOR rates are 10 percent ( 360 days), 10.5 percent ( 720 days), 10.9 percent ( 1,080 days), and 11.2 percent ( 1,440 days). Assume 360 days in a year. Determine the payoff value of the swaption. | Numerade

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