题目：You are looking for protection against adverse interst rate changes in five years. Using Black's model for option on futures to price a European swap option which gives the option holder the right to cancel a seven-year swap after five years, which of the following would you use in the model？
答案是： The two-year forward par swap rate starting in five years time.
表示题目和答案的意思一点都没有看懂。求大牛翻译指点！！！这个swap到底是如何构成（主要是7年、五年、两年），又是如何达到对冲风险的目的呢？