Most answers to the question "what is the dv01 of an interest rate swap" are along the lines of: "compute the difference between the price of the swap and its price using a curve perturbed by 1 basis point". While i agree with this answer, I wanted to link this to a formula that I believe expresses the dv01 as a function of the relevant discount factors throughout the life of the swap and the day count fractions for each period. Can someone help point towards this version?
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