Function swaption_R_bp(Date_v As Object, PV_v As Object, Sett_d As Date, Eff_d As Date, swap_life As Long, exp_d As Date, strike_r As Double, vola As Double) As Double
' Calcualtes the price of a receiver swaption (bp's)
    Dim Frwd As Double
    Frwd = forward_r(Date_v, PV_v, Sett_d, Eff_d, swap_life)
    swaption_R_bp = swaption_P_bp(Date_v, PV_v, Sett_d, Eff_d, swap_life, exp_d, strike_r, vola) - Frwd + strike_r
End Function