Valuation of FRA

Evaluate the value of a forward rate agreement using discount factors and market forward rates.

You can calculate the forward rate curve with the 'Forward Rate Calculation' tool

Inputs

Contract Rate * Forward Rates (comma-separated) * Notional Value * Interval Between Payments (Years) *

Forward Rates (CSV) (Optional - replaces forward_rates) Download CSV template

FRA Valuation: N/A