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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  $