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Cap Floor inputs

Please first enter the start time, maturity, and frequency of the cap/floor, then click the confirm button and the tool will generate an input table for all the tenors that the Cap/Floor cover. Then enter the remaining inputs, including the FRA rate and the risk-free spot discount rate for each forward period spanned by the instrument. And when done, please hit the generate results button.


End Time(yrs) FRA rate Discount Rate