Total Return Swap (TRS) Calculator

Analyze total return swaps where one party pays total return of a reference asset (dividends plus price appreciation) in exchange for a floating interest payment. Calculate financing cost, leverage, and break-even return.

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.
Advertisement

How to Use

Enter the values for the scenario you are assessing. Analyze total return swaps where one party pays total return of a reference asset (dividends plus price appreciation) in exchange for a floating interest payment. Calculate financing cost, leverage, and break-even return. Use the total return swap result to inform your calculation.

Frequently Asked Questions