Additionally, is receiver's swap just the opposite of question 4d?

1192)=0.02 +0.001x (i-1), i= 1,---,60. a. In November 15, 2017, the forward-rate curve for semi-annual compounding is (i-1)/ 72 Calculate and plot the discount curve. b. Calculate and plot the spot swap rate curve. c. Calculate the in-5-to-10 swap rate (i.e., the swap rate for the swap for the period from 5 to 15 years). d. Calculate the value of the swaption on the in-5-to-10 payer's swap (i.e., the maturity of the swaption is 5 years, and at the option's maturity the underlying swap has a 10-year maturity) with the strike rate obtained in c, using the binomial model with 0 = 0.005 and o=0.01. 1192)=0.02 +0.001x (i-1), i= 1,---,60. a. In November 15, 2017, the forward-rate curve for semi-annual compounding is (i-1)/ 72 Calculate and plot the discount curve. b. Calculate and plot the spot swap rate curve. c. Calculate the in-5-to-10 swap rate (i.e., the swap rate for the swap for the period from 5 to 15 years). d. Calculate the value of the swaption on the in-5-to-10 payer's swap (i.e., the maturity of the swaption is 5 years, and at the option's maturity the underlying swap has a 10-year maturity) with the strike rate obtained in c, using the binomial model with 0 = 0.005 and o=0.01