Overview

Calculate swaps with Zero coupon rate analysis and/or with formulas.

Examples

Forward swaps SEK

Calculate from SEK swap rates (1 year-10 year) from SEB (Skandinaviska Enskilda Banken).

Forward swaps EUR

Calculate from EUR swap rates (1 year-10 year) from SEB (Skandinaviska Enskilda Banken).

Euro Area & US 5Y5Y Inflation Swap Rate (requires ICAP)

With formulas calculate 5y5y from inflation swaps for EUR and USD. This chart requires series from ICAP database which is outside core package.

EUR 5y5y Forward Inflation Swap - Bloomberg Method (requires ICAP)

With formulas calculate 5y5y from inflation swaps for EUR. Method used here is based on Bloomberg's method of calculating 5y5y. This chart requires series from ICAP database which is outside core package.