Interest Rate Swap Pricer

OIS bootstrap · Par rate solver · Live curve scenario · No server · No signup

TRADE ECONOMICS
CURVE SCENARIO
PRESET
RIPPLE 4Y
PAR RATES — USD SOFR · Federal Reserve
TENORPAR RATE SHIFT bpSHOCKEDDF
30Y DISCOUNT FACTOR
5Y ZERO RATE
10Y FWD RATE (5Y×5Y)
DRAG ANY POINT TO RESHAPE · GAUSSIAN RIPPLE
© 2026 Rijeka · Miko Devedzic · All rights reserved Open source · MIT License · Attribution required