Swap Rate Calculator
Calculate interest rate swap payments, net settlements, and swap valuation metrics.
Swap Details
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years
Interest Rate Swap exchanges fixed rate payments for floating rate payments on a notional amount. Only net payments are settled.
Net Payment per Period
$18,750
You receive less than floating
Fixed Payment
$112,500
Floating Payment
$131,250
Payment Schedule
Annual Fixed Payments$450,000
Annual Floating Payments$525,000
Annual Net Payment$75,000
Total Net (5 years)$375,000
Swap Analytics
Breakeven Floating Rate4.500%
DV01 (Approx)$5,000
Payment Change per 25bp$6,250