One of the main issues in macroeconomics is the study of the relationship between interest rates and exchange rates, the effects of these two variables have been considered by politicians and policy makers. Therefore, in this study due to the two-rate exchange rate in the Iranian economy, the two official exchange rate and the unofficial exchange rate is used. Also in this research of interest rates, one-year deposit interest rate short term and long term is five years, which will be announced by the Central Bank of the Islamic Republic of Iran. In this paper, the exchange rate during the period 1974-2014 was estimated with particle swarm optimization algorithm and genetic algorithm. And according to performance criteria, models with particle swarm optimization algorithm was selected to investigate the relationship between interest rates and exchange rates. The results show that the interest rate on short-term and long-term with official and unofficial exchange rates have indirect relationship. In fact, interest rates will increase the value of the national currency. Also in this study, the rate of money growth and gross domestic product on official and unofficial exchange rate is positive. In other words, by increasing the growth rate of money and gross domestic product, the value of the national currency decreases.