Payoff of FRA
Calculate the total payoff of a forward rate agreement over multiple periods based on agreed rates and market conditions.
Additional Information
The payoff is the net difference between Floating Leg & Fixed Leg. It is the payoff for the buyer of the FRA (aka the fix-leg payer / floating-leg receiver)
Inputs
Results
Total FRA Payoff: N/A
Visualizations
Payoff Evolution
Fixed Leg vs Floating Leg