Description
Description
Description
We help you understand it, then decide what action to take.

Interest rate swap doing your head?

Description

Swap Valuation Calculator

This is a free-to-use swap valuation calculator derived from Bank of England yield curve data to help give you an idea of how swaps are priced. This is a worksheet (.xls) file and requires compatible software (i.e. Microsoft Office Excel) to use.

You can download the calculator here.

Update (30/07/2013):
Added graph capabilities.

Update (27/08/2013):
Added historic net value (break cost) functionality.


Update (13/09/2013):
Added cap and collar pricing.

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