Swap Calculator

With the Swap Calculator, you can value interest rate swaps, which is particularly useful for treasurers. An interest rate swap is an exchange of future interest receipts between two parties in a currency during a period of time. The amount of interest payments is determined from the interest rate and nominal value of the corresponding interest period. The nominal value is not changed in the interest swap. The Swap Calculator considers only swaps where one party exchanges a fixed interest rate for the floating interest rate of another party. In a swap transaction, one party takes on the role of the payer (receives the variable interest rate) and the other one the role of the receiver (receives the fixed interest rate).

With the SWAP Calculator, you can easily and clearly assess interest rate swaps. Different input parameters are available. In addition to the usual selection of payer/receiver, you can also enter all relevant details for the fixed and floating positions to calculate. You get a comprehensive tabular and graphical overview of all important data, key figures, and simulations of the future cash flows.

To use the Swap Calculator, certain data packages are necessary. For more information, contact Infront Financial Technology GmbH.

In the Widget Gallery, you find the "Swap Calculator" widget in the "Calculators" section of the "Other" category.

The Swap Calculator offers the following views:

• Contract data
• Cash flows
• Fixed/floating cash flow
• Net cash flow