Interest Rates

Call us for intraday rates at (415) 510-2100.

Historical rates available by clicking on the Data-> button above the chart.

Interest Rate Cap Calculator

All prices are estimates and assume a 1 Month USD LIBOR cap structure with A- S&P /A3 Moody’s counterparty downgrade triggers and do not account for such terms as partial interest periods, index rounding, or amortization. The estimate calculated does not include Derivative Logic’s advisory fee. All fields are required. We need your email address so we can send your rate cap price estimate to you.

Please note: volatility has been increasing, strongly impacting the market price of caps. Please call us at (415) 510-2100 to get the most accurate price for your situation.

Interest Rate Curves

Derivative Logic provides historical interest rate curve data, forward curve projections, and curve shock analysis for our clients.  Please sign up below to be added to our weekly distribution and request curve data: