Calculating a Swap Rate
The Swap Pricer tool lets you price a swap with a custom notional schedule and access forward curves to sync with your financial model.
Step-by-Step Guide to Pricing a Swap
1. Set Up a New Project
Click on the “Add New Project” button.
A pop-up titled "Add Project" will appear.
Fill in the following details:
Project Name and Model Version for easy tracking.
Currency of the Debt.
Enter your swap details:
Click Add Project to create the project. You’ll be redirected to the project page.
A swap rate will appear in the top left.
2. Updating the Notional Profile
The swap rate shown by default is for a bullet swap: this is the term for a swap rate with a flat notional profile. To update the notional profile, follow these steps:
On the project page, click the "Edit Notionals" button
Copy and paste the notionals into the first cell
The app will automatically calculate your updated swap rate - you should see this update.
3. Downloading a Forward Curve
Click the Download Curve button to get the forward rates.
A CSV file will download, which you can directly upload into your financial model.
Additional Features
Data Refresh: Swap data updates every minute.
Historical Data: To look back at previous rates, use the date drop-down in the top right corner or view the historical swap rate graph
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