Fixed vs Floating Swap Accrual Workbench

Account Settings

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Login

Email Password

Saved Swaps

Portfolio

Import from Confirmation Parser

Upload a swap confirmation (.pdf, .docx, .jpg, .png, .txt, .csv) to auto-fill the fields below.

Swap Setup Configuration

Swap name Bank counterparty

Effective date Maturity date

Notional Schedule

Paste from Excel (tab-separated) or type manually. Columns: Start Date, End Date, Notional Amount.

#	Start	End	Notional

Fixed Leg

Fixed rate (%) Payment frequency First period end date Day count convention Period end date adjustment Payment date adjustment

Floating Leg

Index Payment frequency First period end date Day count convention Fixing convention (lag days or lookback) Resetting frequency % of floating index (enter 68 to mean 68%) Fixed spread component (bps) Compounding / averaging Days for rate cut-off (SOFR only — business days before payment) Period end date adjustment Payment date adjustment

Accrual Results Through Most Recent Payment Date

Fixed Leg

Start	End	Pay Date	Rate %	DCF	Accrual

Floating Leg

Start	End	Pay Date	Index %	All-in %	DCF	Accrual

Net

Period	Notional	Net Accrual

Parser Diagnostics Troubleshoot confirmation parsing

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Extracted confirmation text

Inferred fields JSON

Fixed versus Floating Swap Accrual Workbench

Account Settings

Login

Change Password

Email Delivery

Owner Portal

Create User Account

User Accounts

Saved Swaps

Import from Confirmation Parser

Swap Setup Configuration

Fixed Leg

Floating Leg

Accrual Results Through Most Recent Payment Date

Fixed Leg

Floating Leg

Net