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Find the value of the following swap to the fixed receiver ( Short swap ) : Payment Dates Days from Present Discount Factors 1 8
Find the value of the following swap to the fixed receiver Short swap:
Payment Dates Days from Present Discount Factors
Dec Yr
Jun Yr
Dec Yr
Jun Yr
Dec Yr
Swap rate: LIBOR at last reset: days to first coupon at initiation
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