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Problem: An investor anticipates that Rates will go down in the next 6 months and wants to position itself through a swaption on the 10 years swap.
EURO swap 10 years trades at 0,75% with a DV01 of 0,10%
Receiver and Payer 6 months Strike 0,75% are worth 1,5%
1. What trade should be implemented?
2. What is the yield breakeven of the strategy?
3. Draw the pay-off of the strategy (x-axis: swap rate from 0,25% to 1,25% increment of 0,10%, y-axis: P&L in cents)?
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