SOFR calculators
Ten calculators built on the New York Fed's published SOFR, SOFR Averages and SOFR Index, with data through October 8, 2026. Each one runs in your browser and shows its working.
Every calculator on this page reads the same dated snapshot of New York Fed reference-rate data: daily SOFR from its first value date, April 2, 2018, and the SOFR Averages and Index from their launch on March 2, 2020. They are grouped by the job they do. Each tool page explains its formula, works an example from real prints, and lists what it cannot tell you.
Interest and compounding
- InterestSOFR interest calculatorDollars of interest on a principal between two dates at SOFR plus a spread, using the latest print, a SOFR Average, compounded SOFR or your own rate, split into SOFR and spread portions.
- In arrearsCompounded SOFR calculatorDaily SOFR compounded over an interest period under plain arrears, lookback, observation shift or lockout, with every daily step listed and an Index cross-check.
- Index ratioSOFR Index calculatorCompounded average SOFR for any two dates from March 2, 2020 onward, from the ratio of two published SOFR Index values, annualized on ACT/360.
Loans and risk
- ScheduleFloating-rate loan calculatorPeriod-by-period interest, principal and balance for a loan at SOFR plus a margin, with a floor, an amortization style and a flat, ramped, custom or historical rate path.
- SensitivityRate shock calculatorAnnual interest on a book of SOFR facilities under parallel shocks, net of margins, floors and swap or cap hedges, with cost per $1 million per basis point.
- LegacyLIBOR fallback calculatorA 1-, 3-, 6- or 12-month USD LIBOR setting rebuilt as SOFR compounded in arrears with a two-day shift, plus the fixed ISDA spread adjustment.
Conversions
- ArithmeticBasis point calculatorConvert between basis points and percentages, price a move in dollars over a balance and period, and measure the gap between two rates.
- AccrualDay count calculatorDays and year fraction for one period under ACT/360, ACT/365F, 30/360, 30E/360 and ACT/ACT (ISDA), each compared with ACT/360.
Data
- PrintsSOFR history lookupEvery published SOFR between two dates, with mean, median, high and low, day-to-day movement, a chart and a CSV download.
- BasisSOFR spread trackerSOFR minus EFFR, TGCR or BGCR in basis points for each day in a range you pick, charted, with summary statistics.
Choosing the right calculator
Most questions about SOFR come down to one of a handful of jobs. Start from the question you are actually asking, not from the name of the rate.
"What does this interest notice say I owe?"
A notice for a past period is a backward-looking calculation, so the answer depends on how your agreement sets the rate. If it compounds daily SOFR in arrears with a lookback or observation shift, use the compounded SOFR calculator and match the convention and number of days to the clause. If there is no lookback adjustment, or the agreement is written around the SOFR Index, the SOFR Index calculator reaches the same figure from two published values. For the third quarter of 2026 as an interest period from July 1 to October 1 (92 days), the Index went from 1.24923010 to 1.26099341, which annualizes to 3.68470%. At a 225 bp margin on $10 million, that is 5.93470% × 92/360 × $10,000,000 = $151,664.56 of interest for the quarter.
"What will my loan cost next quarter?"
Nobody can know a future SOFR print, so this is a scenario question. Put the facility into the floating-rate loan calculator with a flat or ramped rate path to get dated payments, then run the same debt through the rate shock calculator to see the range. A parallel 25 bp move on $10 million costs $25,347.22 over a 365-day year on ACT/360. If your loan is priced off CME Term SOFR, enter the rate from your own rate-set notice; this site does not publish Term SOFR values.
"How much is a given number of basis points worth?"
The basis point calculator handles the conversion and the dollar value. When two documents disagree on the interest for the same rate, the cause is usually the day count, and the day count calculator shows the difference basis by basis.
"What was SOFR on a given date, and was it unusual?"
The history lookup returns the published prints and their range. For context against other overnight benchmarks, the spread tracker measures SOFR against fed funds and the tri-party repo rates; the largest single-day SOFR move in the data, up 282 bp on September 17, 2019, shows up clearly against EFFR.
"What replaced the LIBOR in my old swap or loan?"
Use the LIBOR fallback calculator. For 3-month LIBOR the ISDA spread adjustment added to compounded SOFR is 26.161 bp, a value fixed on March 5, 2021.