Question: 8. (4) [Continued from Problem 7] In October 15, 2022, calculate the 10-year swap rate and then the duration for the 10-year receiver's ATM swap

8. (4) [Continued from Problem 7] In October 15, 2022, calculate

8. (4) [Continued from Problem 7] In October 15, 2022, calculate the 10-year swap rate and then the duration for the 10-year receiver's ATM swap (Hint: neglect the duration of the floating leg). 8. (4) [Continued from Problem 7] In October 15, 2022, calculate the 10-year swap rate and then the duration for the 10-year receiver's ATM swap (Hint: neglect the duration of the floating leg)

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