Interest Rate Swap Calculator

Calculate interest rate swap valuations, payments, risk metrics, and mark-to-market values.

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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

Swap Position

$
%
%
%
years
%

Swap Mark-to-Market Value

$1.50M

Current position: asset

Net Payment
$135,000
DV01
$15,000

Payment Analysis

Fixed Leg Payment$531,250
Floating Leg Payment$666,250
Net per Period+$135,000
Annual Net$540,000

Risk Metrics

Swap Duration2.70 years
Breakeven Floating Rate4.250%
Impact of 100bp Rate Rise+$1.50M

Position Summary

  • - Paying fixed at 4.25%
  • - Receiving floating at 5.33%
  • - 12 payments remaining over 3 years
  • - Benefits from rising rates
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