Calculate a Rate Cap Price

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.

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