Rate Cap Estimator
Black-76 indicative pricing. Confirm with Chatham / SCM for real quotes.
Estimated cap cost
$630,725
6.31% of notional · 210 bps / yr · 12 caplets
Strike sensitivity
| Term | −50 bps | at strike | +50 bps |
|---|---|---|---|
| 2yr | $379k | $355k | $333k |
| 3yr | $663k | $631k | $602k |
| 5yr | $1.32M | $1.28M | $1.24M |
Indicative only. Real quotes vary by counterparty.