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