TODO: The original calculator’s live rates and calculation service have not been recovered.
Swap Calculator
Swap Calculator
Features Available Upon Log-In:
Real-time swap rates and benchmark bond yields
Swapped equivalent rates for CAD floating, USD floating, and CAD fixed rate debt
Ability to analyze up to five swaps simultaneously in 3, 5, 7, 10 and 30 year tenors
Visualization of swapped equivalent rates by tenor
Fully customizable reference benchmark rates
| LEG 1: | USD | LEG 2: | CAD |
|---|
| Tenor | |
|---|---|
| Benchmark UST | |
| Benchmark Yield | |
| Spread to UST (bps) | |
| Re-Offered USD Yield | |
| Spread to 3 Month USD LIBOR | |
| Spread to 3 Month CAD CDOR | |
| CAD Equivalent Yield | |
| Benchmark GoC Bond 1 | |
| Benchmark GoC Bond 2 | |
| Benchmark Yield 1 | |
| Curve Adjustment | |
| Spread to GoC Curve | |
| Calculate |
| Tenor | |
|---|---|
| Benchmark UST | |
| Benchmark Yield | |
| Spread to UST (bps) | |
| Re-Offered USD Yield | |
| Spread to 3 Month USD LIBOR | |
| Spread to 3 Month CAD CDOR | |
| CAD Equivalent Yield | |
| Benchmark GoC Bond 1 | |
| Benchmark GoC Bond 2 | |
| Benchmark Yield 1 | |
| Curve Adjustment | |
| Spread to GoC Curve | |
| Calculate |
| Tenor | |
|---|---|
| Benchmark UST | |
| Benchmark Yield | |
| Spread to UST (bps) | |
| Re-Offered USD Yield | |
| Spread to 3 Month USD LIBOR | |
| Spread to 3 Month CAD CDOR | |
| CAD Equivalent Yield | |
| Benchmark GoC Bond 1 | |
| Benchmark GoC Bond 2 | |
| Benchmark Yield 1 | |
| Curve Adjustment | |
| Spread to GoC Curve | |
| Calculate |
| Tenor | |
|---|---|
| Benchmark UST | |
| Benchmark Yield | |
| Spread to UST (bps) | |
| Re-Offered USD Yield | |
| Spread to 3 Month USD LIBOR | |
| Spread to 3 Month CAD CDOR | |
| CAD Equivalent Yield | |
| Benchmark GoC Bond 1 | |
| Benchmark GoC Bond 2 | |
| Benchmark Yield 1 | |
| Curve Adjustment | |
| Spread to GoC Curve | |
| Calculate |
| Tenor | |
|---|---|
| Benchmark UST | |
| Benchmark Yield | |
| Spread to UST (bps) | |
| Re-Offered USD Yield | |
| Spread to 3 Month USD LIBOR | |
| Spread to 3 Month CAD CDOR | |
| CAD Equivalent Yield | |
| Benchmark GoC Bond 1 | |
| Benchmark GoC Bond 2 | |
| Benchmark Yield 1 | |
| Curve Adjustment | |
| Spread to GoC Curve | |
| Calculate |
