Spreadsheet: 120630d1315412929-move-formaulas-with-relative-referencing-copy-of-swap-rate-calculator
Sheet: Swap Calculator

 |  | CNY
Curve | Forward Term | [NAME] | Outright Ask | [NAME] | Point Ask
2011-09-09 00:00:00 | Implied Spot | 1068.9 | 1069.8 | 0 | 0 |  | 1069.6875 | 1070.625 | 0.7875000000000001 | 0.8250000000000001
2011-10-11 00:00:00 | 1 Mo | 1071 | 1072 | 2.1 | 2.2 |  | 1069.592592592593 | 1070.222222222222 | 0.6925925925925929 | 0.4222222222222229
2011-11-07 00:00:00 | 2 Mo | 1072.9 | 1074.4 | 4 | 4.6 |  | 1070.706666666667 | 2588.74 | 1.806666666666666 | 2.563333333333332
2011-12-07 00:00:00 | 3 Mo | 1074.3 | 107.8 | 5.4 | 5.9 |  | 1072.830921052632 | -384.645394736842 | 3.930921052631579 | 3.772368421052632
2012-05-07 00:00:00 | 6 Mo | 1077.2 | 1079.9 | 8.3 | 10.1 |  | 1064.641935483871 | 1070.296774193547 | -4.258064516129027 | 0.4967741935483936
2012-06-07 00:00:00 | 9 Mo | 1078.9 | 1081.2 | 10 | 11.4 |  | 1074.095652173913 | 1077.526086956522 | 5.195652173913045 | 7.726086956521736
2012-09-07 00:00:00 | 12 Mo | 1080.6 | 1082.5 | 11.7 | 12.7 |  | #N/A | #N/A | #N/A | #N/A
x | 2 Yr | #N/A | #N/A | x | x
 |  |  |  |  |  |  | 1069.6875 | 1070.625 | 0.7875000000000001 | 0.8250000000000001 | If Statement
Calculator | Parameters
Instructions: Fill in all gray cells with available information. Hit enter after filling in each cell. |  | Enter Date In Gray |  |  |  |  | 1071.65625 | 1072.6875 | 2.75625 | 2.8875
 | Swap Near Leg | 2011-09-21 00:00:00 |  |  |  |  | 1071.703703703704 | 1072.888888888889 | 2.803703703703704 | 3.088888888888889
 | Swap Far Leg | 2011-10-21 00:00:00 |  |  |  |  | 1072.106666666667 | 1622.14 | 3.206666666666667 | 3.863333333333332
 |  |  |  |  |  |  | 1073.403289473684 | -192.7835526315789 | 4.503289473684211 | 4.601315789473684
 |  | [NAME] | Outright Ask | [NAME] | Point Ask |  | 1066.287096774193 | 1071.554838709676 | -2.612903225806447 | 1.754838709677426
 | Near Leg | 1069.6875 | 1070.625 | 0.7875000000000001 | 0.8250000000000001 |  | 1074.65 | 1077.95 | 5.750000000000002 | 8.149999999999997
 | MID | 1070.15625 |  | 0.8062500000000001 |  |  | #N/A | #N/A | #N/A | #N/A
 | Far Leg | 1071.703703703704 | 1072.888888888889 | 2.803703703703704 | 3.088888888888889
 | MID | 1072.296296296296 |  | 2.946296296296296 |  |  | 1071.703703703704 | 1072.888888888889 | 2.803703703703704 | 3.088888888888889
 | Swap Bid | 1.978703703703704 |  |  |  |  |  |  |  |  | If Statement
 | Swap Ask | 2.301388888888888
Green = Calculator Answers
Gray = Enter Values Here
 |  | PHP
Curve | Forward Term | [NAME] | Outright Ask | [NAME] | Point Ask
2011-09-09 00:00:00 | Implied Spot | 1068.9 | 1069.8 | 0 | 0 |  | 1069.6875 | 1070.625 | 0.7875000000000001 | 0.8250000000000001
2011-10-11 00:00:00 | 1 Mo | 1071 | 1072 | 2.1 | 2.2 |  | 1069.592592592593 | 1070.222222222222 | 0.6925925925925929 | 0.4222222222222229
2011-11-07 00:00:00 | 2 Mo | 1072.9 | 1074.4 | 4 | 4.6 |  | 1070.706666666667 | 1072.363333333333 | 1.806666666666666 | 2.563333333333332
2011-12-07 00:00:00 | 3 Mo | 1074.3 | 1075.7 | 5.4 | 5.9 |  | 1072.678947368421 | 1529.290789473684 | 3.778947368421053 | 4.278947368421053
2012-05-07 00:00:00 | 6 Mo | 1077.5 | 180.3 | 8.6 | 9.1 |  | 1057.554838709677 | -6471.041935483871 | -11.34516129032259 | -4.19677419354838
2012-06-07 00:00:00 | 9 Mo | 1080.2 | 1080.7 | 11.3 | 10.9 |  | 1072.569565217391 | 1075.613043478261 | 3.669565217391307 | 5.813043478260866
2012-09-07 00:00:00 | 12 Mo | 1082.9 | 1082.5 | 14 | 12.7 |  | #N/A | #N/A | #N/A | #N/A
x | 2 Yr | #N/A | #N/A | x | x
 |  |  |  |  |  |  | 1069.6875 | 1070.625 | 0.7875000000000001 | 0.8250000000000001 | If Statement
Calculator | Parameters
Instructions: Fill in all gray cells with available information. Hit enter after filling in each cell. |  | Enter Date In Gray |  |  |  |  | 1071.65625 | 1072.6875 | 2.75625 | 2.8875
 | Swap Near Leg | 2011-09-21 00:00:00 |  |  |  |  | 1071.703703703704 | 1072.888888888889 | 2.803703703703704 | 3.088888888888889
 | Swap Far Leg | 2011-10-21 00:00:00 |  |  |  |  | 1072.106666666667 | 1073.663333333333 | 3.206666666666667 | 3.863333333333332
 |  |  |  |  |  |  | 1073.31052631579 | 1352.567105263158 | 4.410526315789475 | 4.910526315789475
 |  | [NAME] | Outright Ask | [NAME] | Point Ask |  | 1060.167741935483 | -5599.687096774193 | -8.732258064516136 | -2.454838709677412
 | Near Leg | 1069.6875 | 1070.625 | 0.7875000000000001 | 0.8250000000000001 |  | 1073.45 | 1076.2 | 4.550000000000002 | 6.399999999999997
 | MID | 1070.15625 |  | 0.8062500000000001 |  |  | #N/A | #N/A | #N/A | #N/A
 | Far Leg | 1071.703703703704 | 1072.888888888889 | 2.803703703703704 | 3.088888888888889
 | MID | 1072.296296296296 |  | 2.946296296296296 |  |  | 1071.703703703704 | 1072.888888888889 | 2.803703703703704 | 3.088888888888889
 | Swap Bid | 1.978703703703704 |  |  |  |  |  |  |  |  | If Statement
 | Swap Ask | 2.301388888888888
Green = Calculator Answers
Gray = Enter Values Here
 |  | INR
Curve | Forward Term | [NAME] | Outright Ask | [NAME] | Point Ask
2011-09-09 00:00:00 | Implied Spot | 1068.9 | 1069.8 | 0 | 0 |  | 1069.6875 | 1070.625 | 0.7875000000000001 | 0.8250000000000001
2011-10-11 00:00:00 | 1 Mo | 1071 | 1072 | 2.1 | 2.2 |  | 1069.592592592593 | 1070.222222222222 | 0.6925925925925929 | 0.4222222222222229
2011-11-07 00:00:00 | 2 Mo | 1072.9 | 1074.4 | 4 | 4.6 |  | 1070.706666666667 | 1072.363333333333 | 1.806666666666666 | 2.563333333333332
2011-12-07 00:00:00 | 3 Mo | 1074.3 | 1075.7 | 5.4 | 5.9 |  | 1072.678947368421 | 1074.078947368421 | 3.778947368421053 | 4.278947368421053
2012-05-07 00:00:00 | 6 Mo | 1077.5 | 1078.9 | 8.6 | 9.1 |  | 1066.049999999999 | 1065.60322580645 | -2.849999999999993 | -4.19677419354838
2012-06-07 00:00:00 | 9 Mo | 1079.05 | 1080.7 | 10.15 | 10.9 |  | 1074.669565217392 | 1075.613043478261 | 5.769565217391301 | 5.813043478260866
2012-09-07 00:00:00 | 12 Mo | 1080.6 | 1082.5 | 11.7 | 12.7 |  | #N/A | #N/A | #N/A | #N/A
x | 2 Yr | #N/A | #N/A | x | x
 |  |  |  |  |  |  | 1069.6875 | 1070.625 | 0.7875000000000001 | 0.8250000000000001 | If Statement
Calculator | Parameters
Instructions: Fill in all gray cells with available information. Hit enter after filling in each cell. |  | Enter Date In Gray |  |  |  |  | 1071.65625 | 1072.6875 | 2.75625 | 2.8875
 | Swap Near Leg | 2011-09-21 00:00:00 |  |  |  |  | 1071.703703703704 | 1072.888888888889 | 2.803703703703704 | 3.088888888888889
 | Swap Far Leg | 2011-10-21 00:00:00 |  |  |  |  | 1072.106666666667 | 1073.663333333333 | 3.206666666666667 | 3.863333333333332
 |  |  |  |  |  |  | 1073.31052631579 | 1074.71052631579 | 4.410526315789475 | 4.910526315789475
 |  | [NAME] | Outright Ask | [NAME] | Point Ask |  | 1067.549999999999 | 1067.345161290321 | -1.349999999999994 | -2.454838709677412
 | Near Leg | 1069.6875 | 1070.625 | 0.7875000000000001 | 0.8250000000000001 |  | 1075.175 | 1076.2 | 6.274999999999997 | 6.399999999999997
 | MID | 1070.15625 |  | 0.8062500000000001 |  |  | #N/A | #N/A | #N/A | #N/A
 | Far Leg | 1071.703703703704 | 1072.888888888889 | 2.803703703703704 | 3.088888888888889
 | MID | 1072.296296296296 |  | 2.946296296296296 |  |  | 1071.703703703704 | 1072.888888888889 | 2.803703703703704 | 3.088888888888889
 | Swap Bid | 1.978703703703704 |  |  |  |  |  |  |  |  | If Statement
 | Swap Ask | 2.301388888888888
Green = Calculator Answers
Gray = Enter Values Here
 |  | IDR
Curve | Forward Term | [NAME] | Outright Ask | [NAME] | Point Ask
2011-09-09 00:00:00 | Implied Spot | 1068.9 | 1069.8 | 0 | 0 |  | 1069.6875 | 1070.625 | 0.7875000000000001 | 0.8250000000000001
2011-10-11 00:00:00 | 1 Mo | 1071 | 1072 | 2.1 | 2.2 |  | 1069.592592592593 | 1070.222222222222 | 0.6925925925925929 | 0.4222222222222229
2011-11-07 00:00:00 | 2 Mo | 1072.9 | 1074.4 | 4 | 4.6 |  | 1070.706666666667 | 1072.363333333333 | 1.806666666666666 | 2.563333333333332
2011-12-07 00:00:00 | 3 Mo | 1074.3 | 1075.7 | 5.4 | 5.9 |  | 1072.678947368421 | 1074.078947368421 | 3.778947368421053 | 4.278947368421053
2012-05-07 00:00:00 | 6 Mo | 1077.5 | 1078.9 | 8.6 | 9.1 |  | 1066.049999999999 | 1065.60322580645 | -2.849999999999993 | -4.19677419354838
2012-06-07 00:00:00 | 9 Mo | 1079.05 | 1080.7 | 10.15 | 10.9 |  | 1074.669565217392 | 1075.613043478261 | 5.769565217391301 | 5.813043478260866
2012-09-07 00:00:00 | 12 Mo | 1080.6 | 1082.5 | 11.7 | 12.7 |  | #N/A | #N/A | #N/A | #N/A
x | 2 Yr | #N/A | #N/A | x | x
 |  |  |  |  |  |  | 1069.6875 | 1070.625 | 0.7875000000000001 | 0.8250000000000001 | If Statement
Calculator | Parameters
Instructions: Fill in all gray cells with available information. Hit enter after filling in each cell. |  | Enter Date In Gray |  |  |  |  | 1071.65625 | 1072.6875 | 2.75625 | 2.8875
 | Swap Near Leg | 2011-09-21 00:00:00 |  |  |  |  | 1071.703703703704 | 1072.888888888889 | 2.803703703703704 | 3.088888888888889
 | Swap Far Leg | 2011-10-21 00:00:00 |  |  |  |  | 1072.106666666667 | 1073.663333333333 | 3.206666666666667 | 3.863333333333332
 |  |  |  |  |  |  | 1073.31052631579 | 1074.71052631579 | 4.410526315789475 | 4.910526315789475
 |  | [NAME] | Outright Ask | [NAME] | Point Ask |  | 1067.549999999999 | 1067.345161290321 | -1.349999999999994 | -2.454838709677412
 | Near Leg | 1069.6875 | 1070.625 | 0.7875000000000001 | 0.8250000000000001 |  | 1075.175 | 1076.2 | 6.274999999999997 | 6.399999999999997
 | MID | 1070.15625 |  | 0.8062500000000001 |  |  | #N/A | #N/A | #N/A | #N/A
 | Far Leg | 1071.703703703704 | 1072.888888888889 | 2.803703703703704 | 3.088888888888889
 | MID | 1072.296296296296 |  | 2.946296296296296 |  |  | 1071.703703703704 | 1072.888888888889 | 2.803703703703704 | 3.088888888888889
 | Swap Bid | 1.978703703703704 |  |  |  |  |  |  |  |  | If Statement
 | Swap Ask | 2.301388888888888
Green = Calculator Answers
Gray = Enter Values Here
 |  | TWD
Curve | Forward Term | [NAME] | Outright Ask | [NAME] | Point Ask
2011-09-09 00:00:00 | Implied Spot | 1068.9 | 1069.8 | 0 | 0 |  | 1069.6875 | 1070.625 | 0.7875000000000001 | 0.8250000000000001
2011-10-11 00:00:00 | 1 Mo | 1071 | 1072 | 2.1 | 2.2 |  | 1069.592592592593 | 1070.222222222222 | 0.6925925925925929 | 0.4222222222222229
2011-11-07 00:00:00 | 2 Mo | 1072.9 | 1074.4 | 4 | 4.6 |  | 1070.706666666667 | 1072.363333333333 | 1.806666666666666 | 2.563333333333332
2011-12-07 00:00:00 | 3 Mo | 1074.3 | 1075.7 | 5.4 | 5.9 |  | 1072.678947368421 | 1074.078947368421 | 3.778947368421053 | 4.278947368421053
2012-05-07 00:00:00 | 6 Mo | 1077.5 | 1078.9 | 8.6 | 9.1 |  | 1066.049999999999 | 1065.60322580645 | -2.849999999999993 | -4.19677419354838
2012-06-07 00:00:00 | 9 Mo | 1079.05 | 1080.7 | 10.15 | 10.9 |  | 1074.669565217392 | 1075.613043478261 | 5.769565217391301 | 5.813043478260866
2012-09-07 00:00:00 | 12 Mo | 1080.6 | 1082.5 | 11.7 | 12.7 |  | #N/A | #N/A | #N/A | #N/A
x | 2 Yr | #N/A | #N/A | x | x
 |  |  |  |  |  |  | 1069.6875 | 1070.625 | 0.7875000000000001 | 0.8250000000000001 | If Statement
Calculator | Parameters
Instructions: Fill in all gray cells with available information. Hit enter after filling in each cell. |  | Enter Date In Gray |  |  |  |  | 1071.65625 | 1072.6875 | 2.75625 | 2.8875
 | Swap Near Leg | 2011-09-21 00:00:00 |  |  |  |  | 1071.703703703704 | 1072.888888888889 | 2.803703703703704 | 3.088888888888889
 | Swap Far Leg | 2011-10-21 00:00:00 |  |  |  |  | 1072.106666666667 | 1073.663333333333 | 3.206666666666667 | 3.863333333333332
 |  |  |  |  |  |  | 1073.31052631579 | 1074.71052631579 | 4.410526315789475 | 4.910526315789475
 |  | [NAME] | Outright Ask | [NAME] | Point Ask |  | 1067.549999999999 | 1067.345161290321 | -1.349999999999994 | -2.454838709677412
 | Near Leg | 1069.6875 | 1070.625 | 0.7875000000000001 | 0.8250000000000001 |  | 1075.175 | 1076.2 | 6.274999999999997 | 6.399999999999997
 | MID | 1070.15625 |  | 0.8062500000000001 |  |  | #N/A | #N/A | #N/A | #N/A
 | Far Leg | 1071.703703703704 | 1072.888888888889 | 2.803703703703704 | 3.088888888888889
 | MID | 1072.296296296296 |  | 2.946296296296296 |  |  | 1071.703703703704 | 1072.888888888889 | 2.803703703703704 | 3.088888888888889
 | Swap Bid | 1.978703703703704 |  |  |  |  |  |  |  |  | If Statement
 | Swap Ask | 2.301388888888888
Green = Calculator Answers
Gray = Enter Values Here
 |  | MYR
Curve | Forward Term | [NAME] | Outright Ask | [NAME] | Point Ask
2011-09-09 00:00:00 | Implied Spot | 1068.9 | 1069.8 | 0 | 0 |  | 1069.6875 | 1070.625 | 0.7875000000000001 | 0.8250000000000001
2011-10-11 00:00:00 | 1 Mo | 1071 | 1072 | 2.1 | 2.2 |  | 1069.592592592593 | 1070.222222222222 | 0.6925925925925929 | 0.4222222222222229
2011-11-07 00:00:00 | 2 Mo | 1072.9 | 1074.4 | 4 | 4.6 |  | 1070.706666666667 | 1072.363333333333 | 1.806666666666666 | 2.563333333333332
2011-12-07 00:00:00 | 3 Mo | 1074.3 | 1075.7 | 5.4 | 5.9 |  | 1072.678947368421 | 1074.078947368421 | 3.778947368421053 | 4.278947368421053
2012-05-07 00:00:00 | 6 Mo | 1077.5 | 1078.9 | 8.6 | 9.1 |  | 1066.049999999999 | 1065.60322580645 | -2.849999999999993 | -4.19677419354838
2012-06-07 00:00:00 | 9 Mo | 1079.05 | 1080.7 | 10.15 | 10.9 |  | 1074.669565217392 | 1075.613043478261 | 5.769565217391301 | 5.813043478260866
2012-09-07 00:00:00 | 12 Mo | 1080.6 | 1082.5 | 11.7 | 12.7 |  | #N/A | #N/A | #N/A | #N/A
x | 2 Yr | #N/A | #N/A | x | x
 |  |  |  |  |  |  | 1069.6875 | 1070.625 | 0.7875000000000001 | 0.8250000000000001 | If Statement
Calculator | Parameters
Instructions: Fill in all gray cells with available information. Hit enter after filling in each cell. |  | Enter Date In Gray |  |  |  |  | 1071.65625 | 1072.6875 | 2.75625 | 2.8875
 | Swap Near Leg | 2011-09-21 00:00:00 |  |  |  |  | 1071.703703703704 | 1072.888888888889 | 2.803703703703704 | 3.088888888888889
 | Swap Far Leg | 2011-10-21 00:00:00 |  |  |  |  | 1072.106666666667 | 1073.663333333333 | 3.206666666666667 | 3.863333333333332
 |  |  |  |  |  |  | 1073.31052631579 | 1074.71052631579 | 4.410526315789475 | 4.910526315789475
 |  | [NAME] | Outright Ask | [NAME] | Point Ask |  | 1067.549999999999 | 1067.345161290321 | -1.349999999999994 | -2.454838709677412
 | Near Leg | 1069.6875 | 1070.625 | 0.7875000000000001 | 0.8250000000000001 |  | 1075.175 | 1076.2 | 6.274999999999997 | 6.399999999999997
 | MID | 1070.15625 |  | 0.8062500000000001 |  |  | #N/A | #N/A | #N/A | #N/A
 | Far Leg | 1071.703703703704 | 1072.888888888889 | 2.803703703703704 | 3.088888888888889
 | MID | 1072.296296296296 |  | 2.946296296296296 |  |  | 1071.703703703704 | 1072.888888888889 | 2.803703703703704 | 3.088888888888889
 | Swap Bid | 1.978703703703704 |  |  |  |  |  |  |  |  | If Statement
 | Swap Ask | 2.301388888888888
Green = Calculator Answers
Gray = Enter Values Here
 |  | KRW
Curve | Forward Term | [NAME] | Outright Ask | [NAME] | Point Ask
2011-09-09 00:00:00 | Implied Spot | 1068.9 | 1069.8 | 0 | 0 |  | 1069.6875 | 1070.625 | 0.7875000000000001 | 0.8250000000000001
2011-10-11 00:00:00 | 1 Mo | 1071 | 1072 | 2.1 | 2.2 |  | 1069.592592592593 | 1070.222222222222 | 0.6925925925925929 | 0.4222222222222229
2011-11-07 00:00:00 | 2 Mo | 1072.9 | 1074.4 | 4 | 4.6 |  | 1070.706666666667 | 1072.363333333333 | 1.806666666666666 | 2.563333333333332
2011-12-07 00:00:00 | 3 Mo | 1074.3 | 1075.7 | 5.4 | 5.9 |  | 1072.678947368421 | 1074.078947368421 | 3.778947368421053 | 4.278947368421053
2012-05-07 00:00:00 | 6 Mo | 1077.5 | 1078.9 | 8.6 | 9.1 |  | 1066.049999999999 | 1065.60322580645 | -2.849999999999993 | -4.19677419354838
2012-06-07 00:00:00 | 9 Mo | 1079.05 | 1080.7 | 10.15 | 10.9 |  | 1074.669565217392 | 1075.613043478261 | 5.769565217391301 | 5.813043478260866
2012-09-07 00:00:00 | 12 Mo | 1080.6 | 1082.5 | 11.7 | 12.7 |  | #N/A | #N/A | #N/A | #N/A
x | 2 Yr | #N/A | #N/A | x | x
 |  |  |  |  |  |  | 1069.6875 | 1070.625 | 0.7875000000000001 | 0.8250000000000001 | If Statement
Calculator | Parameters
Instructions: Fill in all gray cells with available information. Hit enter after filling in each cell. |  | Enter Date In Gray |  |  |  |  | 1071.65625 | 1072.6875 | 2.75625 | 2.8875
 | Swap Near Leg | 2011-09-21 00:00:00 |  |  |  |  | 1071.703703703704 | 1072.888888888889 | 2.803703703703704 | 3.088888888888889
 | Swap Far Leg | 2011-10-21 00:00:00 |  |  |  |  | 1072.106666666667 | 1073.663333333333 | 3.206666666666667 | 3.863333333333332
 |  |  |  |  |  |  | 1073.31052631579 | 1074.71052631579 | 4.410526315789475 | 4.910526315789475
 |  | [NAME] | Outright Ask | [NAME] | Point Ask |  | 1067.549999999999 | 1067.345161290321 | -1.349999999999994 | -2.454838709677412
 | Near Leg | 1069.6875 | 1070.625 | 0.7875000000000001 | 0.8250000000000001 |  | 1075.175 | 1076.2 | 6.274999999999997 | 6.399999999999997
 | MID | 1070.15625 |  | 0.8062500000000001 |  |  | #N/A | #N/A | #N/A | #N/A
 | Far Leg | 1071.703703703704 | 1072.888888888889 | 2.803703703703704 | 3.088888888888889
 | MID | 1072.296296296296 |  | 2.946296296296296 |  |  | 1071.703703703704 | 1072.888888888889 | 2.803703703703704 | 3.088888888888889
 | Swap Bid | 1.978703703703704 |  |  |  |  |  |  |  |  | If Statement
 | Swap Ask | 2.301388888888888
Green = Calculator Answers
Gray = Enter Values Here