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Suppose that the interest rate curve shifts down by 10 basis points (bps), subsequent to the inception of the interest rate swap: i. What is

Suppose that the interest rate curve shifts down by 10 basis points (bps), subsequent to the inception of the interest rate swap: i. What is the new mark-to-market value of the swap from the perspective of the fixed-rate payer? ii. What is the new mark-to-market value of the swap from the perspective of the fixed-rate receiver?

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