Compare calculators
Both calculators run independently β change the inputs on either side to compare results.
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.
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
| Currency Swap Valuation Calculator | Cross-Currency Swap Valuation Calculator | |
|---|---|---|
| Category | Currency Advanced | Currency Advanced |
| Inputs required | 6 | 5 |
| Result | Currency Swap Value ($) | Swap Valuation ($) |
| What it does | 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. | 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. |