Bond Calculators

Enter face value, coupon, yield, maturity and payment frequency. Compare duration and convexity price-change estimates with a repriced bond for your chosen yield shock.

Compute Macaulay duration, modified duration, DV01, and PV half-life for any coupon bond. See duration as a balance-point of present-value cash flows, predict the price change for a custom yield shock, and walk through every formula step.

Enter face value, purchase price, and days to maturity. Get bond equivalent yield for a discount security.

Calculate bond yields including Current Yield, Yield to Maturity (YTM), and Yield to Call (YTC) with step-by-step formulas, cash flow analysis, and interactive visualization.

Enter current bond price, par value, annual coupon rate, and years to maturity to calculate yield to maturity along with expected capital gain or loss.

Calculate the composite rate, semiannual interest accrual and 3-month early-redemption penalty for US Series I savings bonds. See the bond grow month by month, what you forfeit before 5 years, and your penalty-adjusted real yield.

Calculate the discount purchase price, dollar return and yield of a US Treasury bill from 4 to 52 weeks. Get the bank discount rate, coupon-equivalent yield, effective annual yield, and the tax-equivalent yield a taxable CD must beat.

Calculate the inflation-adjusted principal, growing coupon payments, real yield and deflation-floor protection of US TIPS. See how each coupon ratchets with CPI and how the principal escalator compares with an ordinary fixed-rate Treasury.

Enter face value, current price, and years to maturity to calculate yield to maturity and present value for zero coupon bonds.