| Author: | Konstantin Rybakov |
| Publication Date: | First publication date: June 2018 Last update: June 2018 |
| Notes: | pdf :
interest_swaps.pdf docx : interest_swaps.docx |
| Excel tools: | Excel tool(actual FX rates):
swap-FX.xlsm pdf screen (actual FX rates): swap-FX.pdf |
| Objective: | The tool performs cross-currency fixed-to-fixed interest rate swap calculations based on actual or implied FX forward rates. The tool is similar to Bloomberg's SWPM tool. |