Show that $V_1+f=V_2$, where $V_1$ is the value of a swaption to pay a fixed rate of $s_K$ and receive LIBOR between times $T_1$ and $T_2, f$ is the value of a forward swap to receive a fixed rate of $s_K$ and pay LIBOR between times $T_1$ and $T_2$, and $V_2$ is the value of a swaption to receive a fixed rate of $s_K$ between times $T_1$ and $T_2$. Deduce that $V_1=V_2$ when $s_K$ equals the current forward swap rate.