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Currency Advanced

Currency Option Premium Calculator

Estimate the theoretical premium of a currency call or put option using the Black-Scholes model. Use it when pricing FX options ahead of hedging or speculative trades.

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

Currency Option Premium CalculatorCurrency Swap Valuation Calculator
CategoryCurrency AdvancedCurrency Advanced
Inputs required56
ResultOption Premium ($)Currency Swap Value ($)
What it doesEstimate the theoretical premium of a currency call or put option using the Black-Scholes model. Use it when pricing FX options ahead of hedging or speculative trades.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.