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  1. Ilya W

    Partials PV01

    Hey Guys, question on partials PV01s. The picture below is a book example: Unfortunaetly there was no explanation in this book how the partial PV01s were calculated for the swap, for example for stress for 1bp in 1m cash rates we got PV01 = 8 for the swap (5.5 years, 100M notional). How...
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