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
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 Swap Valuation Calculator | Currency Volatility Risk Calculator | |
|---|---|---|
| Category | Currency Advanced | Currency Advanced |
| Inputs required | 6 | 4 |
| Result | Currency Swap Value ($) | Value at Risk (VaR) ($) |
| 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. | 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. |