Show that the swap volatility expression (33.19) in Section 33.2 is correct. 01-09-1Lk-nm-1 (1)Gkm (0) (0)72 dt
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Show that the swap volatility expression (33.19) in Section 33.2 is correct.
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01-09-1Lk-nm-1 (1)Gkm (0) (0)72 dt (33.19) 1 + Tk.mGkm(0)
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