Determine swaption payoff at expiration

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Reference no: EM13879292

Which of the following is not required to determine a swaption payoff at expiration?

1. the exercise rate

2. the term structure of zero coupon rates at the swaption expiration

3. the maturity of the underlying swap

4. the yield on a bond of equivalent maturity as the swap

5. none of the above

Reference no: EM13879292

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