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Assume I receive the fixed rate and pay the floating rate. The notional principal of the swap is $100m. If the VeXRB is 0.99824719 and

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Assume I receive the fixed rate and pay the floating rate. The notional principal of the swap is $100m. If the VeXRB is 0.99824719 and the VFLRB is 1.01609500, then if I wanted to unwind the swap I would: Pay $1,784,781 Receive $1,016,095 Pay $1,016,095 Receive $1,784.781

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