最近也在学习这个   要是楼主有答案了 能分享我一份么 ？  急需阿  ！

难道论坛里没有高手？还是高手都不屑做这样的题目？
2# 一万小时理论

here go the hints, you are responsible to figure out the solution.
calculate the spot rates at each maturity by the bond prices, then fit the yield curve under NSS model to calibrate the parameters, now you'll be able to price the swap, coz you have the term structure now, finally value the swaption under,say, BSM.

哈哈，有意思