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Interest Rate Parity Calculator
Interest Rate Parity Formulas:
Covered IRP:
(1 + iā) = (F/S) Ć (1 + iā)
Uncovered IRP:
(1 + iā) = (Eā/S) Ć (1 + iā)
Where: i = interest rate, F = forward rate, S = spot rate, Eā = expected exchange rate
Covered IRP
Uncovered IRP
Arbitrage Analysis
Covered Interest Rate Parity
Domestic Interest Rate (%):
Foreign Interest Rate (%):
Spot Exchange Rate:
Forward Exchange Rate:
Investment Amount:
Calculate Covered IRP
Uncovered Interest Rate Parity
Domestic Interest Rate (%):
Foreign Interest Rate (%):
Current Spot Rate:
Expected Future Spot Rate:
Calculate Uncovered IRP
Arbitrage Opportunity Analysis
Country A Interest Rate (%):
Country B Interest Rate (%):
Spot Rate (A/B):
Forward Rate (A/B):
Capital Amount (Currency A):
Analyze Arbitrage Opportunity