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Bond Valuation

Calculate Bond Price, Yield to Maturity, Duration, and Convexity.

Bond Parameters

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

Fair Price
$1,081.76

Premium

Macaulay Duration
8.08 Year
Modified Duration
7.92

Sens: 7.92% / 1% ΔYield

Convexity
75.47

Price vs Yield Relationship

Open the price-yield curve when you want sensitivity detail on smaller screens.

Price vs Yield Relationship
Calculate Bond Price, Yield to Maturity, Duration, and Convexity.

Price Sensitivity

The heatmap is optional on mobile; open it only when comparing scenarios.

Price Sensitivity
YTM \ Years2%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