Bond Valuation
Calculate Bond Price, Yield to Maturity, Duration, and Convexity.
Face value of the bond, the amount paid at maturity.
Annual coupon rate expressed as a percentage of face value.
Yield to maturity, the expected annualized return if the bond is held to maturity.
Number of years until the bond matures.
Coupon payment frequency per year: 1 = annual, 2 = semiannual, 4 = quarterly, 12 = monthly.
Result
Calculate Bond Price, Yield to Maturity, Duration, and Convexity.
Key Metrics
Premium
Sens: 7.92% / 1% ΔYield
Price vs Yield Relationship
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Price vs Yield Relationship
Open the price-yield curve when you want sensitivity detail on smaller screens.
Price Sensitivity
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Price Sensitivity
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| YTM \ Years | 2% | 3% | 4% | 5% | 6% |
|---|---|---|---|---|---|
| 1 yr | $1030 | $1020 | $1010 | $1000 | $990 |
| 5 yrs | $1142 | $1092 | $1045 | $1000 | $957 |
| 10 yrs | $1271 | $1172 | $1082 | $1000 | $926 |
| 15 yrs | $1387 | $1240 | $1112 | $1000 | $902 |
| 20 yrs | $1493 | $1299 | $1137 | $1000 | $884 |
Mobile sensitivity cards
1 yr
2%
$1030
3%
$1020
4%
$1010
5%
$1000
6%
$990
5 yrs
2%
$1142
3%
$1092
4%
$1045
5%
$1000
6%
$957
10 yrs
2%
$1271
3%
$1172
4%
$1082
5%
$1000
6%
$926
15 yrs
2%
$1387
3%
$1240
4%
$1112
5%
$1000
6%
$902
20 yrs
2%
$1493
3%
$1299
4%
$1137
5%
$1000
6%
$884