FX Forward Pricing Calculator

Price FX forwards using covered interest rate parity. Calculate the forward exchange rate from spot rate and interest rate differential. Also compute forward points, FX swap pricing, and cross-currency basis.

Principal ($)
Annual Rate (%)
Years
Compounding / Year
$ Finance Disclaimer: These calculators are for educational and illustrative purposes only. Results do not constitute financial advice. Consult a licensed financial advisor before making investment or borrowing decisions.
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How It Works

Price FX forwards using covered interest rate parity. Calculate the forward exchange rate from spot rate and interest rate differential. Also compute forward points, FX swap pricing, and cross-currency basis

Each component has a specific meaning:

  • Covered interest rate parity — The covered interest rate parity recorded for the scenario being assessed.

Note: Interpret the fx forward result against the thresholds and context described above.

How to Use

Enter the covered interest rate parity for the scenario you are assessing. Price FX forwards using covered interest rate parity. Calculate the forward exchange rate from spot rate and interest rate differential. Also compute forward points, FX swap pricing, and cross-currency basis. Use the fx forward result to inform your calculation.

Frequently Asked Questions