So I currently work in MO G10 rates sales support and we always get referrals from our setts department to recalculate discrepancy's in vanilla swaps trades coupon payments, this issue is, training within my bank is very limited and would love to get some help in calculating these, does anyone have any links to excel templates I could use and informative web pages/videos that show you to input all the data and back calculate it, its not a speculative calculation of the forward rates, its just back calcs of already specified rates.

Any help on the matter would extremely appreciated.



1 Answer 1


I don't know of any Excel templates but the formulas are very easy to code up yourself.

There are the following sources (and I'm sure if you google-search more deeply, you'll even find more):

I also found this summary of the BoE some months ago that compared the functionalities between these online portals.

If you have access to a Bloomberg terminal, you can also use OISC <GO>.


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