The analytical tools here are being provided by the Treasury of the World Bank to help IBRD borrowers price currency and interest rate swaps and other derivative instruments offered in conjunction with IBRD loans.
Swap Calculator
Enables users to estimate indicative market prices for currency and interest rate conversions/swaps.
Interest Cap/Floor Calculator
Enables users to estimate indicative market prices for currency and interest rate conversions/swaps.
Market Data
Money market and swap rates, basis swap rates and foreign exchange rates for USD, JPY and EUR currencies. |
