Question: We have assumed that payment dates for the fixed and floating legs of a swap contract are the same. However, in practice, the frequency may

We have assumed that payment dates for the fixed and floating legs of a swap contract
are the same. However, in practice, the frequency may differfor example, in the US
swap market the fixed leg is usually semi-annual (\alpha =0.5), versus a floating leg of threemonth libor paid quarterly (\alpha =0.25).

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