How can one calculate a Vanilla Swap DV01 / Delta?

Posted by ElMariachi on Sep 20, 2010; 7:16pm
URL: http://quantlib.414.s1.nabble.com/How-can-one-calculate-a-Vanilla-Swap-DV01-Delta-tp1228.html

As a basic risk measure, how can I calculate a vanilla interest rate swap's DV01/Delta and Convexity?