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

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