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 Volatility Risk Calculator
Computes the Value at Risk (VaR) for a foreign currency position given its annual volatility, confidence level, and holding period. Use it to quantify worst-case FX losses for risk management or regulatory reporting.
Fill in the required fields to see your result.
Key differences
| Currency Option Pricing Calculator | Currency Volatility Risk Calculator | |
|---|---|---|
| Category | Currency Advanced | Currency Advanced |
| Inputs required | 6 | 4 |
| Result | Option Premium ($) | Value at Risk (VaR) ($) |
| 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. | Computes the Value at Risk (VaR) for a foreign currency position given its annual volatility, confidence level, and holding period. Use it to quantify worst-case FX losses for risk management or regulatory reporting. |