4821数理金融简单数值题short

Infer Swap Rate From a Payer Swaption Value 6

题目

A payer swaption expires in the money. Its fixed-leg annuity is A=3,000,000 in currency-per-1.00-rate units, strike K=0.028, and expiry value V=9000. Using V=A*max(S-K,0), what swap rate S was realized at expiry?

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