I didn’t get why incremental var is not near to 204.6mn. And why individual var A is subtracted
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Hi I have not received the garp confirmation mail of which i have to take printout for exam on 8th Dec Any idea by when I shud receive it?
Can someone tell me why in right side part we aren’t 18month long Libor and 6month short fixed rate!? Based on the logic we have on left side where we pay fixed and receive Libor?