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:

  1. Project Name and Model Version for easy tracking.

  2. Currency of the Debt.

  3. Enter your swap details:

1. Click Add Project to create the project. You’ll be redirected to the project page.

1. 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:

1. On the project page, click the "Edit Notionals" button

2. Copy and paste the notionals into the first cell

3. The app will automatically calculate your updated swap rate - you should see this update.

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3. Downloading a Forward Curve

1. Click the Download Curve button to get the forward rates.

2. A CSV file will download, which you can directly upload into your financial model.

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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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