SwapsValue is a Microsoft Excel application for the valuation of Interest Rate Swap Portfolios. Swaps are entered into SwapsValue in IMS format and are valued based on input data such as yield curves and recent interest rates.

The evaluation release, available for download free of charge, is equipped with the following features.

Valuation By Trade: Each trade is valued individually.

Valuation By Currency: A breakdown by currency of the net present value of your portfolio.

Choice of Interest Rate Inputs: Either supply a complete file of interest rates allowing SwapsValue to automatically set the rate or provide the current floating rate on each swap.

Holiday Consideration: To give accurate cash flows and enhance the precision of the valuation SwapsValue can be provided with a set of Holidays for the different financial centres.

Cash Flow Generation: As an intermediate step to calculating the value of your Interest Rate Swap portfolio SwapsValue will give a complete set of cash flows.

To find out more about the full version of SwapsValue please contact info@swapsdata.com

Download an evaluation version of SwapsValue

Download Instructions and User Guide

Our client needed to export data from one system and import it into another, but faced the issue that the two did not use the same data formats. The use of SwapsGen enabled our client to fast track their systems integration by providing off the shelf data transformation.

The SwapsGen application already has plug and play interoperability for the IMS Format, FpML and SWIFT MT360 data formats. Working with your organisation we can adapt SwapsGen to accept any other proprietary data format.

To find out how SwapsGen can help connecting systems at your institution please contact swapsgen@swapsdata.com