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Both calculators run independently — change the inputs on either side to compare results.

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.

Notional Amount ($)

Domestic Interest Rate (%)

Foreign Interest Rate (%)

Initial Spot Rate

Current Spot Rate

Years Remaining (years)

Fill in the required fields to see your result.

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.

Current Spot Rate

Strike Price

Time to Expiry (days)

Implied Volatility (%)

Option Type

Fill in the required fields to see your result.

Key differences

	Currency Swap Valuation Calculator	Currency Option Premium Calculator
Category	Currency Advanced	Currency Advanced
Inputs required	6	5
Result	Currency Swap Value ($)	Option Premium ($)
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 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.