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r(i/4)=0.02+0.001(i1)/4,i=1,,120. a. (4) Calculate and plot the swap rate curve, assuming semiannual frequency for the fixed leg. b. (4) A year later, in October 15,
r(i/4)=0.02+0.001(i1)/4,i=1,,120. a. (4) Calculate and plot the swap rate curve, assuming semiannual frequency for the fixed leg. b. (4) A year later, in October 15, 2022, the spot-rate curve for quarterly compounding becomes r(i/4)=0.018+0.00125(i1)/4,i=1,,120. What is the P&L of the long 10-year swap trade entered a year earlier? Assume a notional value of $100m
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