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Both calculators run independently β change the inputs on either side to compare results.
Currency Advanced
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. Use it when pricing or comparing swap structures across currencies with different interest rates.
Fill in the required fields to see your result.
Currency Advanced
Currency Swap Valuation Calculator
Values a currency swap mid-life by comparing the present value of domestic and foreign cash flow legs at current market rates and spot prices. Use it when marking a cross-currency swap to market or assessing counterparty credit exposure.
Fill in the required fields to see your result.
Key differences
| Cross-Currency Swap Calculator | Currency Swap Valuation Calculator | |
|---|---|---|
| Category | Currency Advanced | Currency Advanced |
| Inputs required | 5 | 6 |
| Result | Net Swap Payment ($) | Currency Swap Value ($) |
| What it does | Estimate the net present value of payment differences in a cross-currency interest rate swap, where two counterparties exchange cash flows in different currencies. Use it when pricing or comparing swap structures across currencies with different interest rates. | Values a currency swap mid-life by comparing the present value of domestic and foreign cash flow legs at current market rates and spot prices. Use it when marking a cross-currency swap to market or assessing counterparty credit exposure. |