The IBRD has developed the Cap/Floor Calculator, an Excel program which can be used to calculate indicative pricing for interest rate caps, floors and collars.
Market Data
Money market and swap rates, basis swap rates and foreign exchange rates for USD, JPY and EUR currencies.
Principal Amortization Generator (PAG)
Allows the user to create different principal repayment schedules and calculates the relevant parameters needed to validate that the repayment schedules adhere to the limits for the country category and type of repayment schedule, specifying the country category and the desired loan repayment terms.
Financial Product Workbook Manual (FPW)
The Financial Product Workbooks project the semesterly cash flows directly resulting from the original choice of Fixed-Spread Loan (FSL) terms and from the use of risk management products embedded in the FSL. The Banking and Debt Management Group (BCFBD) has developed two workbooks to facilitate the modeling of the two types of repayment schedules available for FSLs.
FPW Commitment-linked Schedules (CL)
To be used to model FSLs with commitment linked schedules, that is, loans with grace period and repayment maturities fixed at loan commitment, and whose repayment installments are calculated as a portion of the total loan amount disbursed and outstanding.
FPW(CL).exe - Application (553KB Executable File)
FPW(CL).xls - Excel workbook (2.8MB Excel)
If you encounter problems, please download the Readme file. (2.8MB PDF) 
FPW Disbursement-linked Schedules (DL)
To be used to model FSLs with disbursement linked schedules, that is, FSLs in which each semesters group of disbursements has its own repayment schedule (grace period and final maturity).
FPW(DL).exe - Application (1MB Executable File)
FPW(DL).xls - Excel workbook (6.8MB Excel)
If you encounter problems, please download the Readme file (2.8MB PDF)
