Equivalencies in Interest Rate Derivative Contracts

Hello. Schweser lists 7 combinations of interest rate options that can be used to replicate other contracts. However, I don´t understand 1 of them:

  1. If the exercise rate on a floor and a cap are set equal to a market swap fixed rate, the value of the cap will be equal to the value of the floor.

Why is that? Thanks very much in advance

The cap plus the floor are equivalent to the swap, and today’s value of the swap is zero.