Want FREE Templates on Organization, Change, & Culture? Download our FREE compilation of 50+ slides. This is an exclusive promotion being run on LinkedIn.

Interest Rate Swap Valuation   Excel template (XLSX)
$45.00

Interest Rate Swap Valuation (Excel template (XLSX)) Preview Image Interest Rate Swap Valuation (Excel template (XLSX)) Preview Image Interest Rate Swap Valuation (Excel template (XLSX)) Preview Image Interest Rate Swap Valuation (Excel template (XLSX)) Preview Image Interest Rate Swap Valuation (Excel template (XLSX)) Preview Image Interest Rate Swap Valuation (Excel template (XLSX)) Preview Image Interest Rate Swap Valuation (Excel template (XLSX)) Preview Image
Arrow   Unlock all preview images:   Login Register

Interest Rate Swap Valuation (Excel XLSX)

File Type: Excel template (XLSX)

Top 100 Best Practice $45.00
This Accounting tool was crafted by an Accountant and Financial Modeler with over 10+ years of global experience. He has served 750+ clients, from small family offices to billion-dollar corporations, across a multitude of industries.
Add to Cart
  


BUY WITH CONFIDENCE

Immediate digital download upon purchase.
Lifetime document updates included with purchase.
Fully editable & customizable XLSX document.
Trusted by over 10,000+ organizations.

DESCRIPTION

This product (Interest Rate Swap Valuation) is an Excel template (XLSX), which you can download immediately upon purchase.

Interest rate swaps may seem scary, but both large and small entities do them all the time. It can be used as a hedge or as a bet about future interest rates. Many banks offer them as an investment vehicle. What you can do with this template is figure out the present value of both legs and get a better understanding of how this financial instrument works. Note, this does involve risk and doing such investments can result in monetary loss depending on how the future interest rates change.

A rate swap is considered a derivative contract that will have some value based on existing conditions and expectations about future conditions. They can be traded based on their terms rates sort of like stock option contracts where there is some expiration date and some future value remaining for a given contract.

This is a vanilla interest rate swap valuation calculator built in Excel. This kind of financial instrument is designed to let two parties pay each other interest rates based on some notional value.

One party will pay a fixed leg while the other pays a variable leg. Depending on how interest rates change over time, one of the legs is going to be valuable and the other not.

The model will show each payment over time based on all the dynamic assumptions and calculate which leg is more profitable given certain configurations of libor / future interest rates.

The primary inputs include:

•  First Payment Date
•  Notional Amount
•  Interest Rate
•  Payment Schedule
•  Annual Payments (formula)
•  Total Years Swap Lasts For
•  Total Payment Periods (formula)
•  Starting Libor
•  Expected Libor % Change per Period
•  Period you Expect Libor to Start Changing
Discount Rate

Based on the above inputs, the model will calculate the total and present value of cash flows for each leg and show the value of each leg given the assumptions. There are lots of visualizations that make the results easy to understand over time.

Got a question about the product? Email us at support@flevy.com or ask the author directly by using the "Ask the Author a Question" form. If you cannot view the preview above this document description, go here to view the large preview instead.

Source: Interest Rate Swap Valuation Excel (XLSX) Spreadsheet, Jason Varner | SmartHelping


$45.00
This Accounting tool was crafted by an Accountant and Financial Modeler with over 10+ years of global experience. He has served 750+ clients, from small family offices to billion-dollar corporations, across a multitude of industries.
Add to Cart
  

OVERVIEW

File Type: Excel xlsx (XLSX)
File Size: 205.9 KB


ABOUT THE AUTHOR

Author: Jason Varner | SmartHelping
Additional documents from author: 151

I graduated in 2011 with a Bachelors degree in Accounting. From there, I worked at a few small businesses doing financial reporting and some bookkeeping. After a few years of that, I started doing freelance financial consulting work on Elance and Upwork.

After over 400 jobs completed with a 100% success rate, I now run my own modeling/consulting practice and continue to build new financial models every few weeks. [read more]

Ask the Author a Question

Must be logged in

Did you know?
The average daily rate of a McKinsey consultant is $6,625 (not including expenses). The average price of a Flevy document is $65.
Bundle and save! You can save up to % with bundles!

View bundle(s)




Trusted by over 10,000+ Client Organizations
Since 2012, we have provided best practices to over 10,000 businesses and organizations of all sizes, from startups and small businesses to the Fortune 100, in over 130 countries.
AT&T GE Cisco Intel IBM Coke Dell Toyota HP Nike Samsung Microsoft Astrazeneca JP Morgan KPMG Walgreens Walmart 3M Kaiser Oracle SAP Google E&Y Volvo Bosch Merck Fedex Shell Amgen Eli Lilly Roche AIG Abbott Amazon PwC T-Mobile Broadcom Bayer Pearson Titleist ConEd Pfizer NTT Data Schwab




Read Customer Testimonials




Save with Bundles

This document is available as part of the following discounted bundle(s):


Customers Also Bought These Documents


Customers Also Like These Documents

Related Management Topics


Integrated Financial Model Energy Industry SaaS Subscription Entrepreneurship Education Loans Real Estate Private Equity Manufacturing Hotel Industry

Download our FREE Strategy & Transformation Framework Templates

Download our free compilation of 50+ Strategy & Transformation slides and templates. Frameworks include McKinsey 7-S Strategy Model, Balanced Scorecard, Disruptive Innovation, BCG Experience Curve, and many more.