Calculators
Interest rate calculators
Seven free tools priced from live market data: swaps, caps, swaptions, compounded RFRs, and the prepayment maths for CMBS loans. Open one, put your numbers in, read the answer.
Price a hedge
Live mids and premiums from the same broker source the premium terminals use.
Interest Rate Swap Calculator
Today's mid swap rate across SONIA, SOFR, EURIBOR and more. Value an existing swap, or compare the mid against your bank's quote: the gap is their margin.
Open the calculator →Interest Rate Cap Calculator
Work out the cost of a cap instantly. Compare premiums across tenors and strikes for SOFR, SONIA, EURIBOR and 30+ indices.
Open the calculator →Swaption Calculator
Price payer and receiver swaptions off the live USD, GBP and EUR forward swap rate, with the volatility assumption in your control.
Open the calculator →RFR Calculator
Compound daily risk-free rates across 20+ currencies: SOFR, SONIA, €STR and the rest of the RFR family, between any two dates.
Open the calculator →Prepayment and corporate finance
The loan-exit maths for CMBS and CRE debt, plus the cost-of-equity classic.
Yield Maintenance Calculator
Your prepayment penalty in seconds, using live Treasury rates, with period-by-period breakdowns for CMBS, life company and agency loans.
Open the calculator →Defeasance Calculator
Estimate defeasance cost for CMBS and commercial real estate loans: the Treasury portfolio required, the total cost, and the savings vs yield maintenance.
Open the calculator →CAPM Calculator
Cost of equity from beta, the risk-free rate and the equity risk premium. The classic, minus the spreadsheet.
Open the calculator →Need more than a one-off number?
The calculators run on the same live curves as the BlueGamma platform. A trial gets you the full toolkit: forward curves, swap pricing and mark-to-markets in Excel, the API or the web app.