Interest Rate Parity Calculator
FinanceCalculate the forward exchange rate implied by covered interest rate parity, using the spot rate and the interest rates of both currencies.
Implied Forward Exchange Rate
The forward rate that keeps returns equal across both currencies once interest rate differences are factored in
Found this calculator useful?
From Scratch To $10K/Month In 60 Days
This is a proven money making system that takes students by the hand to make at least $10,000 per month, every month. Students get 12 weeks of guided coaching in addition to the "MPS Super Funnel" and tools.
We value your privacy and promise not to sell or misuse your information. Here's our privacy policy.
Calculator Stats
Creators
Odeh Ahwal0people find this calculator helpful
Views
Helpful
Saved
Embeds
Calculator Stats
Creators
Odeh Ahwal0people find this calculator helpful
Views
Helpful
Saved
Embeds
Finance calculators
Frequently Asked Questions
Why do interest rate differences affect forward exchange rates?
Covered interest rate parity holds that any interest rate advantage from holding one currency should be offset by an expected depreciation against the other, otherwise arbitrage would let traders profit risk-free.
Spot a mistake? Tell us what's wrong.
Request a calculator. The most-requested ones get built first in our monthly batch.
Request a calculatorWant this calculator on your website?
Embed the Interest Rate Parity Calculator on any site — no code needed. Customize colors, remove branding, and track usage.
