piper0124
diff --git a/‎financepy/products/rates/ibor_swap.py‎
Lines changed: 1 addition & 1 deletion b/‎financepy/products/rates/ibor_swap.py‎
Lines changed: 1 addition & 1 deletion
@@ -593,7 +593,7 @@ def basis_point_value (self,value_dt, discount_curve,swap_type, payment_periods:
             BPV=annualized_modi_dur*self.fixed_leg.notional*bp
 
         elif swap_type == SwapTypes.RECEIVE:
-            BPV=annualized_modi_dur*self.fixed_leg.notional*bp*(-1)
+            BPV=annualized_modi_dur*self.fixed_leg.notional*bp
 
         return BPV