Currency Advanced Calculators
Last updated: September 2026
Cross-Currency Swap Calculator
Estimate the net present value of payment differences in a cross-currency interest rate swap, where two counterparties exchange cash flows in different currencies.
Cross-Currency Swap Valuation Calculator
Estimate the net value of a cross-currency swap based on notional amount, domestic and foreign interest rates, tenor, and the current spot rate.
Currency Interest Rate Arbitrage Calculator
Quantify the profit from covered interest rate arbitrage between two currencies using spot and forward rates.
Currency Hedging Cost Calculator
Estimates the all-in cost of hedging a foreign currency exposure with a forward contract, combining the forward-spot differential, the broker bid-ask spread, and a time-prorated holding cost.
Currency Arbitrage Opportunity Calculator
Quantifies the potential profit from a triangular currency arbitrage across three currency pairs (USD/EUR, EUR/GBP, USD/GBP) by comparing the synthetic cross-rate against the direct rate, net of three transaction-cost legs.
Currency Hedging Calculator
Estimate the cost (or gain) of the forward points when you hedge a foreign-currency payable or receivable with a forward contract: the gap between the forward and spot rates applied to the share of the exposure you hedge.
Currency Arbitrage Calculator
Find profit opportunities by trading through three currency pairs in a loop.
Multi-Currency Portfolio Calculator
Measure the net currency-driven gain or loss on a portfolio split across USD, EUR, and JPY.
Currency Option Premium Calculator
Estimate the theoretical premium of a currency call or put option using the Black-Scholes model.
Currency Carry Trade Calculator
Estimates the gross profit from a currency carry trade by borrowing in a low-yield currency and investing in a high-yield one.