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IRS
hiWhat are the simplest answers to the following questions? 1. Consider an Interest Rate Swap, assuming the discount factor curve, D(T), is available for all maturities T, how would you value the fixed leg?2. Similarly, how would you value the floating leg?3. Given the discount factor curve, what would be the fair rate for an FRA maturing in one year, with 6 months tenor, in the USD market?Thanks
