Interest Rate Swaps - Long side is received fixed right?

In the CFAI text, volume 5 page 175, section 5.6.3 Credit Risk of Swaps, para 2

” … To the party that is long (I.e., paying fixed and receiving floating), the swap has a positive market value.”

Is this a typo? I thought long irs means you are always receiving the fixed leg (or at least that was what I understood from volume 4 Fixed Income Derivatives section) or it actually doesn’t matter because it ultimately depends on which side’s point of view you are describing from?

Long pays fixed and receives floating.

Short pays floating and receives fixed.

Same as FRAs.

Remember, when the underlying increases in value (whether it’s for swaps, forwards, futures, or FRAs, the long wins, and the short loses.