Get an overview of the most important risk-free rates, see correctly calculated interest rates for your index and period of choice and even use your own yield curve to get forward rate estimations!
Since billions of interest rate derivatives are traded every year, pricing financial instruments involving floating interest rates is a task happening continuously in financial institutions‘ valuation ecosystems with great precision. Now and then, there is a need to calculate quickly (forward) interest rates – for simple estimations, pricing validation purposes, or out of pure interest. That’s when many people begin to set up their spreadsheets and invest some time to set up the calculation. You don’t need to do that. Use our complimentary GRYT IR.CALC service instead!
Get an overview
of the most important risk-free rates
Within the transition process away from IBOR, for every currency, risk-free successors have been established. With GRYT IR.CALC, get an overview of what these rates per currency are and see how they have been developing from their first fixing day up to the most recent update.
Get the correctly calculated
interest rate for a given period
Based on the period and the reference rate you select, GRYT IR.CALC will provide you with the correct interest rate fixing, the resulting cash flow for this period, and the details for every day within it if you like.
Use your yield curve
to get forward rate estimations
If you want to estimate interest rates for already running or future interest periods, please do so! Use your own yield curve comfortably, whether you quote spot rates, forward rates, or discount factors.
View and download
your results or even use our API
Feel free to view the results based on your input or download everything as a CSV file. For advanced users, we even provide an API.