Bond Valuation
Calculate price, duration, and convexity from a supplied yield to maturity.
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 price, duration, and convexity from a supplied yield to maturity.
Key Metrics
Fair Price
Premium
Macaulay Duration
Modified Duration
7.92% / 1% Δ Yield to Maturity (%)
Convexity
Price vs Yield Relationship
Open the price-yield curve when you want sensitivity detail on smaller screens.
Price vs Yield Relationship
Open the price-yield curve when you want sensitivity detail on smaller screens.
Price vs Yield Relationship
Price Sensitivity
The heatmap is optional on mobile; open it only when comparing scenarios.
Price Sensitivity
The heatmap is optional on mobile; open it only when comparing scenarios.
Price Sensitivity
Mobile sensitivity cards
1 Year
2%
$1,029.56
3%
$1,019.56
4%
$1,009.71
5%
$1,000.00
6%
$990.43
5 years
2%
$1,142.07
3%
$1,092.22
4%
$1,044.91
5%
$1,000.00
6%
$957.35
10 years
2%
$1,270.68
3%
$1,171.69
4%
$1,081.76
5%
$1,000.00
6%
$925.61
15 years
2%
$1,387.12
3%
$1,240.16
4%
$1,111.98
5%
$1,000.00
6%
$902.00
20 years
2%
$1,492.52
3%
$1,299.16
4%
$1,136.78
5%
$1,000.00
6%
$884.43