Bond Calculator
Real-time professional bond analytics — price, yield, duration, convexity, schedule & more.
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Bond Inputs
All UI is Bootstrap. Alerts via SweetAlert2.
Instrument Name
Face / Par Value
Coupon Rate (% p.a.)
Coupon Frequency
Annual
Semi-Annual
Quarterly
Monthly
Day-count convention
Actual/Actual
30/360
Actual/360
Issue Date
Maturity Date
Settlement Date
Price or Yield Mode
Price (Clean % of par)
Yield to Maturity (YTM %)
?
Yield to Maturity (% p.a.)
Clean Price (% of par)
Recalculate
Print Summary
Load Example
Note: Prices shown are
clean price
. Dirty price = clean + accrued interest.
Advanced Options
Rounding digits
Yield shifts for sensitivity (bps)
Reinvestment rate for coupons (% p.a.)
Key Results
Real-time analytics
Clean Price (% of par)
—
Clean price is price excluding accrued interest.
Dirty Price (currency)
—
Dirty = Clean + Accrued.
Accrued Interest
—
Calculated using selected day-count.
Current Yield
—
Annual coupon / clean price
YTM (% p.a.)
—
Yield to maturity (periodic compounding).
Macaulay Duration (yrs)
—
Weighted average time to cash flows.
Modified Duration (yrs)
—
Sensitivity of price to yield.
Convexity
—
Second derivative approximation.
Show Sensitivity Table
Show Amortization Schedule
Reinvestment Projection
Save Summary (PDF)
Price vs Yield Curve
Interactive