Floating Rate Coupon Cash Flow Calculator
Schedule coupons using entered index-rate scenarios, a spread and optional explicit floor/cap.
YOUR CALCULATION
Result
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Calculation steps
Work through one step at a time or reveal the complete calculation. The steps use your current inputs.
How to calculate
For each period add spread to the entered index rate, apply only supplied floor/cap limits and multiply by face and accrual fraction. Repay face after the final coupon.
Coupon=face×limited(index+spread)×accrual year fraction
Worked example
Face 10000, quarter-year accrual, index 3% and spread 1 percentage point produce a 100 coupon. A supplied 3.5% cap reduces it to 87.5.
Assumptions and input details
1–100 periods with positive accrual fractions and total time at most 100 years. Fractions and index rates are entered scenarios; no reset dates, index feed, lockout or day-count policy is inferred. Blank floor means no floor, including no automatic zero floor; negative coupons can mean a payment by the holder. Principal is repaid once at the end. All results are before tax unless the entered cash flows already include it. No national rules, investment recommendations or actual market forecasts are supplied. No live market data or national tax rules are inferred. Enter consistent amounts in one currency unless explicitly stated otherwise.
Using this calculator
Can I enter my own problem?
Yes. Replace the example values with your own inputs. The result, calculation steps, tables and applicable diagrams update from those inputs. Blank or invalid values clear the result; example values are never silently substituted for missing inputs.
Are the results exact?
Results use floating-point arithmetic and displayed rounding. Read the formula, assumptions and any stated data precision before interpreting the result.
Is my input uploaded?
The calculation runs in your browser. No account, file upload or external AI service is required. Inputs are not saved between page reloads.
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