Compare calculators
Both calculators run independently — change the inputs on either side to compare results.
Currency Advanced
Currency Variance Swap Payout Calculator
Calculate the periodic payout of a currency variance swap by comparing realized variance to the strike variance over a given tenor. Used by options traders and risk managers settling volatility positions.
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 Variance Swap Payout Calculator | Cross-Currency Swap Valuation Calculator | |
|---|---|---|
| Category | Currency Advanced | Currency Advanced |
| Inputs required | 5 | 5 |
| Result | Variance Swap Payout ($) | Swap Valuation ($) |
| What it does | Calculate the periodic payout of a currency variance swap by comparing realized variance to the strike variance over a given tenor. Used by options traders and risk managers settling volatility positions. | 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. |