
&& Home Online Calculators Personal Finance Corporate Finance Spreadsheet Models Derivatives

Option Price Calculator
Option greeks
Implied Volatility Calculator
NSE Options Calculator
Option Strategy Analyzer
Forward Rate Agreement
Swaption Calculator

Swaption Calculator

This calculator uses Black (1976) Model for caculating the price of a European Swaption.

Swaption Notional $		Million* *
Exercise style
Swaption Type
Swaption Start Date		* *
Option End Date		* * *
Swap Start Date		* * *
Swap End Date		* * *
Swap Payments
Swap Rate (Strike)		%* *
Forward Swap Rate		%* *
Swap Rate Volatility		% p.a.* *
Risk Free Rate		% p.a.* *

Swaption Price		%
Premium Amount $