Methodologies
Each calculator is bound to a versioned methodology. Numbers are deterministic; these pages state the formula, assumptions, and known limitations.
FX Spot Quote Analysis
Compares a dealer-quoted FX rate with a user-supplied reference rate for an explicit trade direction.
Cross Rate Construction
Builds a cross from two rates that share a currency via an explicit multiplication path.
Pip Value
Value of a one-pip move on a base notional.
Covered Interest Parity Forward
Theoretical outright forward from spot and simple interest rates with pair day-count conventions.
Forward Points Conversion
Convert between outright forward and market-style points.
FX Swap Points
Near/far outright rates to swap points and implied differential.
Hedge Ratio
Mathematical coverage of forecast exposure by hedge notional.
FX Spot Scenario Analysis
Deterministic spot shocks applied to a notional exposure.
FX Exposure Mapping
Aggregate receivables and payables by currency to net exposure.
Garman–Kohlhagen FX Option
European FX call/put premium and Greeks with continuous domestic and foreign rates.
FX Implied Volatility
Bisection inversion of Garman–Kohlhagen for σ given a premium.
Option Terminal Payoff
Intrinsic minus premium on a spot grid at expiry.
FX Collar Strategy
Long put + short call (or reverse) net premium and payoff. Option structure only — not the underlying FX position.
NDF Settlement
Cash settlement from contracted vs fixing rate.
Exposure Netting & Timing Gap
Currency netting plus month buckets and timing gap between earliest receivable and payable.
Layered Hedge Allocation
Allocate forecast exposure across labelled layers; residual is uncovered fraction.
Budget / Planning Rate
Weighted average of positive layer rates by coverage weight.
Hedge Structure Comparison
Rank candidate structures by upfront cost and residual exposure.
Multi-Currency Cash Ladder
Cumulative signed cash balance by date per currency.
Forecast Accuracy Statistics
Mean error, MAE, MAPE, and bias for forecast vs actual.
Transaction Cost Analysis
Implementation shortfall vs a user reference rate, plus quote-currency fees.
Policy Limit Check
Compare actual metrics to limits with max, min, or absolute-max sense.
Documentation Pack Builder
Assemble titled sections into Markdown / print-ready text.
Evidence Pack Assembly
Label and concatenate evidence items for JSON / Markdown / Print-PDF.
Historical Return Scenarios
Apply user-supplied (licensed) FX returns to a notional; no vendor series bundled.
Value-at-Risk and Expected Shortfall
Historical left-tail quantile and Gaussian parametric VaR/ES on user P&L.