justin88

dpcfa Wrote:
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> what information do we need to be given to figure
> out the duration of the fixed side of a swap?

The duration.

Not trying to be a smartass, but it's always given, far as I can tell.

They could give you a scenario where interest rates dropped X bps and the value of the fixed payments went up to Y and have you calculate it, but again, I've only ever seen it given.