Function swaption_R_tick(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, freq As Long)
' Calcualtes the price of a receiver swaption (ticks)
    Dim i As Long
    Dim t As Date
    Dim op As Double
    For i = 1 To swap_life * freq
        t = DateSerial(Year(Eff_d), Month(Eff_d) + i * 12 / freq, Day(Eff_d))
        op = df(Date_v, PV_v, Sett_d, t) / freq + op
    Next
    swaption_R_tick = swaption_R_bp(Date_v, PV_v, Sett_d, Eff_d, swap_life, exp_d, strike_r, vola) * op
End Function