Compare calculators
Both calculators run independently β change the inputs on either side to compare results.
Currency Advanced
Currency Option Pricing Calculator
Price a call option on a currency pair using the Garman-Kohlhagen model. Essential for FX traders and treasurers valuing European-style currency options with foreign interest rate adjustments.
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 Pricing Calculator | Currency Swap Valuation Calculator | |
|---|---|---|
| Category | Currency Advanced | Currency Advanced |
| Inputs required | 6 | 6 |
| Result | Option Premium ($) | Currency Swap Value ($) |
| What it does | Price a call option on a currency pair using the Garman-Kohlhagen model. Essential for FX traders and treasurers valuing European-style currency options with foreign interest rate adjustments. | 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. |