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Both calculators run independently β change the inputs on either side to compare results.
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.
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.
Key differences
| Currency Volatility Risk Calculator | Currency Swap Valuation Calculator | |
|---|---|---|
| Category | Currency Advanced | Currency Advanced |
| Inputs required | 4 | 6 |
| Result | Value at Risk (VaR) ($) | Currency Swap Value ($) |
| What it does | 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. | 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. |