Compare calculators
Both calculators run independently β change the inputs on either side to compare results.
Currency Advanced
Optimal Currency Hedge Ratio Calculator
Calculates the optimal notional amount of futures contracts needed to hedge a given currency exposure, balancing correlation and variance between spot and futures prices. Ideal for treasurers and portfolio managers reducing FX risk.
Fill in the required fields to see your result.
Currency Advanced
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. Useful for corporate treasurers comparing funding costs across currencies.
Fill in the required fields to see your result.
Key differences
| Optimal Currency Hedge Ratio Calculator | Cross-Currency Swap Valuation Calculator | |
|---|---|---|
| Category | Currency Advanced | Currency Advanced |
| Inputs required | 5 | 5 |
| Result | Optimal Hedge Amount ($) | Swap Valuation ($) |
| What it does | Calculates the optimal notional amount of futures contracts needed to hedge a given currency exposure, balancing correlation and variance between spot and futures prices. Ideal for treasurers and portfolio managers reducing FX risk. | Estimate the net value of a cross-currency swap based on notional amount, domestic and foreign interest rates, tenor, and the current spot rate. Useful for corporate treasurers comparing funding costs across currencies. |