Compare calculators
Both calculators run independently — change the inputs on either side to compare results.
Currency Advanced
Currency Interest Rate Arbitrage Calculator
Quantify the profit from covered interest rate arbitrage between two currencies using spot and forward rates. Use it when comparing cross-border investment returns to detect risk-free profit opportunities.
Fill in the required fields to see your result.
Currency Advanced
Currency Variance Swap Payout Calculator
Calculate the periodic payout of a currency variance swap by comparing realized variance to the strike variance over a given tenor. Used by options traders and risk managers settling volatility positions.
Fill in the required fields to see your result.
Key differences
| Currency Interest Rate Arbitrage Calculator | Currency Variance Swap Payout Calculator | |
|---|---|---|
| Category | Currency Advanced | Currency Advanced |
| Inputs required | 6 | 5 |
| Result | Arbitrage Profit ($) | Variance Swap Payout ($) |
| What it does | Quantify the profit from covered interest rate arbitrage between two currencies using spot and forward rates. Use it when comparing cross-border investment returns to detect risk-free profit opportunities. | Calculate the periodic payout of a currency variance swap by comparing realized variance to the strike variance over a given tenor. Used by options traders and risk managers settling volatility positions. |