Currency Swap Calculator

Calculate cross-currency swap payments, principal exchanges, and forward rates for currency risk management.

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Important Financial Disclaimer

This calculator provides estimates based on standard financial formulas from verified references. Results are for informational and educational purposes only and should not be considered as professional financial, investment, or tax advice.

For important financial decisions such as loans, investments, mortgages, retirement planning, or tax matters, please consult with qualified financial advisors, certified financial planners, or licensed tax professionals who can review your specific situation.

Calculations may not account for all variables specific to your circumstances, local regulations, or current market conditions. Always verify results and consult professionals before making financial commitments.

Not a substitute for professional financial advice

Currency Swap Details

$
%
%
years

Pay (USD)

$10.00M

Receive (EUR)

€9.26M

Implied Forward Rate (5Y)

1.1604

+803.6 pips from spot

Interest Payments per Period

Pay USD Interest$262,500
Receive EUR Interest€173,611
Rate Differential1.50%

Swap Summary

Total USD Interest Paid$2.63M
Total EUR Interest Received€1.74M
Number of Payments10

Principal Exchanges

  • - At inception: Exchange $10.00M for €9.26M
  • - At maturity: Re-exchange at same rate
  • - Interest payments in respective currencies
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