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Can you please help me figure out how to find PV01 Physically settled Swaptions contract 20Y30Y with fwd rate 0.01974 with fixed freq=2, using ACT/360 with 02/08/2019 -> 02/08/2039 and 02/08/2069 showing calculating step by step would be helpful thank you

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  • $\begingroup$ Up please, I'm still looking for an answer ... $\endgroup$ – Gogo78 Aug 27 '19 at 10:42

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