Interest Rate Swap Calculator — White & Black Theme

Interest Rate Swap Calculator

Simple plain-vanilla fixed-for-floating swap. Outputs fixed leg PV, floating leg PV and NPV (fixed - floating).

Notional (₹)

Tenor (years)

Payments per year

Fixed rate (% p.a.)

Reference floating rate (% p.a.)

Floating spread (bp)

Flat discount rate (% p.a.)

Day count (approx)

Include notional exchanges in PV?

Fixed Leg PV

₹ -

Floating Leg PV

₹ -

Swap NPV (Fixed - Float)

₹ -

Fixed Rate Equivalent

- %