Interest rate swap calculator excel
CASE 2: CONSIDERING A SWAP IN THE FIRM MODEL Calculate the interest payment streams for A and B in the following cases (use the interest rates of example 1) HOW TO PRESENT THE SWAP-CASE ! COMPANY A COMPANY B WITH SWAP-AGREEMENT 8 % FIXED INTEREST RATE (6 %) TRUE INTEREST RATE EXPECTED INTEREST RATE FIXED INTEREST RATE (9 %) % FIM To check specific forex swap rates per currency pair at your broker check our forex swap rate comparison page.. At about 5 pm EST (time varies with some brokers) if you are holding an open position your account is either credited, or debited, an interest charge on the full size of your open positions, depending on your established margin and position in the market.