I try to calculate my expected swap payment for every day and almost everyday it's either up to 14 % lower or 15 % higher than expected.
I do the same in a moderately automated way (copy/paste swap details into a spreadsheet, it takes care of the rest), and while it does vary a bit around the actual figure each day, I get closer than 14-15%.
All I'm doing is
amount*duration*rate*0.85 for each swap though, so... not sure where errors would be creeping in for you.
How do you handle accumulating errors
between days? For mine, I keep a running total of how much I've been wrong by, and add the error for each day onto that total so that I can adjust for it and, in effect, start each day from zero. Some days it's a little over, some days it's a little under, but the overall total error has mostly corrected back towards zero over long enough spans of time.
