Risk-free Rate Cashflow Calculator

Due to the transition from interbank offered rates (IBOR) to risk-free reference rates (RFR), this tool has been created to calculate a historical averaged RFR cashflow in arrears. Certain features such as the averaging type, lockout period, lag period and observation period can be adjusted in order to assess the impact on the cashflow amount and effective simple rate over the cashflow period.

The number of business days of the lockout period of the RFR resets at the end of the interest period.
The number of business days by which the observation period for the interest rate calculation should be lagged.
Geometric mean of daily RFRs
Simple arithmetic mean of daily RFRs
Check if the interest period should be lagged with the observation period, this effectively implements a payment delay in the cashflow payment.


Calculated Cashflow Amount
Simple rate

Disclaimer: We provide this calculator for convenience to you to provide results based on your input and assumptions and it should not be used for any other purpose. We give no warranty, express or implied, as to the accuracy, reliability and completeness of any information, formulae or calculations provided through its use. We do not accept any liability for loss or damage of any nature, including indirect or consequential loss, which may be attributable to the reliance on and use of the calculators. Please contact us for verification on any of the information provided.