Duration of Interest Rate Swap (FRM Part 1, Book 3, Financial Markets and Products)

[shogoh]

Hi, I really appreciate all your effort you put in making these videos. Could you explain why you flipped the sign of the dollar duration at 10:26?

[ezeee]

Could you please explain how the 5bps ended up as 0.0005? Should it not be 0.05%? Am I missing something glaringly obvious?

[yees]

Why the duration of the floating leg is 0.5, maybe I’m missing something
Can you give a quick answer? Thanks sit

[qelmnl]

Your videos are great! Thank you so much!

[nicoletuazon]

Hi, how do I derive Dfl? Is it according to payment frequency? Thank you!