Rate Cap Calculator - 1m Term SOFR
All prices are estimates and assume a 1 Month SOFR cap structure 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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Rate Cap Cost
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Term (Months) | Rate Cap Strike | ||||||||
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RATE CAP ASSUMPTIONS
Strike Rate | |
Notional | |
Start Date | |
Term | |
Strike Type | Constant |
Rating Triggers | A-/A3 |
Payments/Resets | Monthly |
Floating Rate Index | 1m Term SOFR |
Day Count | Actual/360 |
Amortization | None |