Finance calculators

Bond Calculator

Updated Jul 30, 2026 By Jehan Wadia
Rate Formulas
Bond Inputs — Solve for Any Variable
The chosen field is disabled and computed from the other four.
Payments per year; also sets the per-period discount rate.
Market / purchase price in dollars. Cash-flow convention treats it as an outflow, so it is sometimes written as a negative number — either sign is accepted.
Repaid at maturity and used as the base for coupon interest.
Total interest paid per year, entered as a rate or a dollar amount.
Annual required return / discount rate, as a percent.
Time to Maturity Being solved
Decimal years are allowed (e.g. 3.5). Dates use an Actual/365 day count.
Bond Price
$972.98
Trading at a discount to par.
Bond Variable Summary
VariableValue
Annual Interest Payment
Face Value × Coupon Rate
Total Interest Earned
Annual Interest × Years
Total Return at Maturity
Face Value + Total Interest
Current Yield
Annual Coupon ÷ Bond Price
Coupon per Payment
Annual Coupon ÷ Frequency
Number of Payments
Years × Frequency
Interest is always calculated on the face value, never on the purchase price. A bond bought at $972.98 with a $1,000.00 face value still pays interest on the $1,000.00 par amount, and par is what is repaid at maturity.
Step-by-Step Solution
Price Sensitivity to Yield
Trade Settling Between Coupon Dates
The date cash and bond actually change hands.
Coupon dates are counted backwards from this date.
Sets the length of each coupon period.
Par amount repaid at maturity, in dollars.
Annual rate applied to face value, as a percent.
Required return used to discount the remaining cash flows.
Day-Count Convention
The convention decides how the days since the last coupon and the days in the coupon period are counted, which changes accrued interest and the fractional discount period.
Dirty Price (invoice)
What the buyer actually pays
Clean Price (quoted)
Excludes accrued interest
Accrued Interest
Owed to the seller
Days Since Last Coupon
Calendar days
Coupon Period Detail
ItemValue
Step-by-Step Solution
Clean vs. Dirty Price
Bond, Call & Yield Inputs
Current market price paid for the bond, in dollars.
Amount repaid at maturity, in dollars.
Shared by all three analytics below.
Shared by all three analytics below.
Duration, convexity and DV01 are measured at this annual yield.
Price the issuer pays to redeem the bond early.
Timing
Years accept decimals. Dates are converted using an Actual/365 day count.
A. Yield to Maturity (YTM)
Yield to Maturity (annual, nominal)
Held to maturity, coupons reinvested at the same rate
Effective Annual Yield
Compounds the per-period yield across the year
Yield to Maturity per Period
Solved by bisection on the pricing equation
B. Yield to Call (YTC)
Yield to Call (annual, nominal)
Return if the issuer redeems on the call date
Effective Annual Yield to Call
Per-period yield compounded annually
Coupons Received Before Call
Years to call × frequency
Yield to call only matters for callable bonds. Issuers usually call when rates fall, so a YTC below the YTM is the return you should plan around.
C. Bond Duration, Convexity & DV01
Macaulay Duration
Weighted average years to cash flows
Modified Duration
Macaulay ÷ (1 + y/f)
Convexity
Higher convexity gains more when yields fall and loses less when they rise
Dollar Duration (DV01)
Price change per 1 basis point of yield
Price implied by the duration yield
Duration, convexity and DV01 are all measured at this price
Step-by-Step Solution
Actual Price vs. Duration & Convexity Estimates
Hold-to-Maturity Inputs
What you actually pay — may be above par (premium) or below par (discount).
Base for coupon interest and the amount repaid at maturity.
Annual interest rate applied to face value.
Holding period until par is repaid; decimals allowed.
Splits the annual coupon into individual payments.
Total Profit / Loss
Total interest plus capital gain or loss
Simple Return
Unannualized return on the purchase price
Total Return at Maturity
Face value plus all coupon income
Annual Interest Payment
Face Value × Coupon Rate
Total Interest Earned
Annual Interest × Years
Capital Gain / Loss
Face Value − Purchase Price
Coupon per Payment
Annual Interest ÷ Frequency
Number of Payments
Years × Frequency
Average Return per Year
Simple Return ÷ Years
Interest is always calculated on the face value, not your purchase price. At maturity, you receive the face value regardless of what you paid.
Step-by-Step Solution
Where the Money Comes From

Introduction

A bond is a loan you make to a company or a government. They pay you interest along the way, and they pay back the face value when the bond matures. This bond calculator helps you see what that deal is really worth.

Use it to find a bond price, face value, coupon, yield, or time to maturity. Pick which one you want to solve for, fill in the rest, and the tool does the math. It also shows each step, so you can follow how the answer was found.

The four tabs cover most of what you need:

  • Core Bond Calculator — solve for price, par value, coupon, yield, or years. For a price-only view, see the Bond Value Calculator.
  • Between Coupon Dates — get the clean price, dirty price, and accrued interest for a trade that settles mid-period.
  • Yield & Duration — find yield to maturity, yield to call, duration, convexity, and DV01. The Bond Yield Calculator focuses on yield alone.
  • Bond Return Summary — see your total interest, capital gain or loss, and profit if you hold to maturity.

One rule matters most: interest is always based on the face value, not the price you paid. Buy a $1,000 bond for $950, and you still earn interest on $1,000 and get $1,000 back at the end. The charts show how the price moves as yields change, so you can spot the risk before you buy. If you are pricing government paper instead of corporate debt, the Treasury Bond Calculator and the Savings Bond Calculator handle those cases.

How to use our Bond Calculator

Type in your bond details — price, face value, coupon, yield, and time left — and the calculator shows the bond price, yield, accrued interest, duration, and your total profit, plus step-by-step math and charts. Pick a tab at the top for the job you need.

Core Bond Calculator tab

Solve For: Pick the one thing you want to find — price, face value, coupon, yield, or time to maturity. That box locks and the calculator fills it in from the other four.

Coupon Frequency: Choose how many times a year the bond pays interest, like semiannually (2 per year).

Bond Price: Enter what the bond costs in dollars. Leave this blank-ish (it fills in) if you are solving for price.

Face Value (Par): Enter the amount paid back at maturity, often $1,000. Coupon interest is based on this number.

Annual Coupon: Enter the yearly interest. Use the drop-down to enter it as a percent of face value or as dollars per year.

Yield (Annual): Enter the yearly return you want or the market rate, as a percent. If you are comparing that rate to a bank product, run it through the APY Calculator or the CD Calculator.

Time to Maturity: Click "Enter Years" and type the years left (decimals are fine), or click "Use Dates" and pick a settlement date and maturity date. The Date Duration Calculator can confirm the exact gap between two dates.

Between Coupon Dates tab

Settlement Date: Pick the day the bond is bought and paid for.

Maturity Date: Pick the day the bond pays back par. Coupon dates count backward from here.

Coupon Frequency: Choose how often coupons are paid each year.

Face Value (Par): Enter the par amount in dollars.

Annual Coupon Rate: Enter the yearly interest rate as a percent.

Annual Yield: Enter the yearly rate used to discount the payments left.

Day-Count Convention: Pick how days are counted: 30/360, Actual/360, Actual/365, or Actual/Actual. This changes accrued interest and the dirty price.

Yield & Duration tab

Bond Price: Enter the price you pay today in dollars.

Face Value (Par): Enter the amount repaid at maturity.

Annual Coupon: Enter the yearly interest as a percent of par or as dollars.

Coupon Frequency: Choose how many payments come each year.

Yield for Duration Analysis: Enter the yearly yield used to measure duration, convexity, and DV01. Basis-point moves can be converted with the BPS Calculator.

Call Price: Enter the price the issuer pays to buy the bond back early.

Timing: Choose "Enter Years" and type years to maturity and years to call, or choose "Use Dates" and pick settlement, maturity, and call dates.

Results to display: Show all results, or just yield to maturity, yield to call, or duration.

Bond Return Summary tab

Purchase Price: Enter what you paid for the bond in dollars.

Face Value (Par): Enter the amount you get back at maturity.

Annual Coupon Rate: Enter the yearly rate as a percent of face value.

Time to Maturity (Years): Enter how many years you will hold the bond. Decimals are allowed.

Coupon Frequency: Choose how many coupon payments you get each year.

Click Calculate to see your results, or Reset to start over with the default numbers. To turn a simple hold-to-maturity gain into an annualized figure, pair the output with the CAGR Calculator or the ROI Calculator.

What Is a Bond?

A bond is a loan. You lend money to a government or a company. They pay you interest for a set number of years. At the end, they pay your money back. Bonds are used by investors who want steady income and less risk than stocks. Many people hold them beside dividend payers, which you can model with the Dividend Yield Calculator.

The Main Parts of a Bond

  • Face value (par): the amount paid back at the end. Most bonds use $1,000.
  • Coupon rate: the yearly interest rate. It is always figured on the face value, not on what you paid.
  • Coupon frequency: how often you get paid. Many bonds pay twice a year.
  • Maturity: the date the loan ends and par is repaid.
  • Price: what the bond costs today in the market.
  • Yield: the return you earn based on the price you pay.

Why Bond Prices Move

Bond prices and interest rates move in opposite ways. When rates go up, older bonds with lower coupons look worse, so their price drops. When rates fall, older bonds look better, so their price rises. A bond that costs less than par is a discount bond. One that costs more than par is a premium bond. Either way, you still get the full face value at maturity. Because price is just the sum of discounted cash flows, the same logic drives the Present Value Calculator and the DCF Calculator.

Yield to Maturity and Yield to Call

Yield to maturity (YTM) is your total yearly return if you hold the bond to the end and reinvest every coupon at the same rate. Yield to call (YTC) is your return if the issuer pays the bond off early at the call price. Issuers usually call bonds when rates drop. If YTC is lower than YTM, plan around the lower number. YTM is really an internal rate of return, so the IRR Calculator and NPV Calculator solve the same kind of equation.

Clean Price, Dirty Price, and Accrued Interest

Most trades do not land on a coupon date. The seller has earned part of the next coupon, called accrued interest. The clean price is the quoted price without it. The dirty price is clean price plus accrued interest, and it is what the buyer actually pays. Day-count rules like 30/360 or Actual/Actual decide how those days are counted, so they change the final invoice. For plain day-based interest math, see the Simple Interest Calculator and the Daily Interest Calculator.

Duration, Convexity, and DV01

These numbers measure interest rate risk. Macaulay duration is the average time, in years, until you get your money. Modified duration tells you about how much the price falls if yields rise 1%. Convexity fine-tunes that guess, since the real price curve bends. DV01 is the dollar price change for one basis point (0.01%) of yield. Longer bonds and lower coupons mean higher duration and bigger price swings. If you build a mixed portfolio of bonds at different rates, the Blended Rate Calculator and the WACC Calculator are useful next stops.

Current Yield vs. Total Return

Current yield is just the yearly coupon divided by the price. It ignores any gain or loss on your principal. Total return adds all the coupon income plus the difference between face value and what you paid. Both are useful, but total return shows the full picture of holding a bond to maturity. To see what reinvested coupons could grow into, try the Compound Interest Calculator or the Future Value Calculator, check the buying power of that income with the Inflation Calculator, and estimate the tax bite with the Capital Gains Tax Calculator.


Formulas used

Bond Price (present value of coupons plus par)
P = C \cdot \frac{1-(1+i)^{-n}}{i} + \frac{F}{(1+i)^{n}}, \quad i=\frac{y}{f},\; n = t \cdot f,\; C=\frac{\text{Annual Coupon}}{f}
Yield to Maturity / Yield to Call (solved numerically for i, then annualized)
P = \sum_{k=1}^{n} \frac{C}{(1+i)^{k}} + \frac{R}{(1+i)^{n}}, \qquad y = i \cdot f
Effective Annual Yield
y_{\text{eff}} = \left(1+i\right)^{f} - 1
Accrued Interest and Dirty / Clean Price between coupon dates
w=\frac{d_{\text{accrued}}}{d_{\text{period}}},\; AI = C \cdot w,\quad P_{\text{dirty}} = \sum_{j=1}^{N} \frac{CF_j}{(1+i)^{\,(1-w)+j-1}},\quad P_{\text{clean}} = P_{\text{dirty}} - AI
Macaulay and Modified Duration
D_{mac} = \frac{\sum_{k=1}^{n} \frac{k}{f} \cdot \frac{CF_k}{(1+i)^{k}}}{P}, \qquad D_{mod} = \frac{D_{mac}}{1+i}
Convexity and DV01
\text{Conv} = \frac{1}{P f^{2}} \sum_{k=1}^{n} \frac{k(k+1) \cdot CF_k}{(1+i)^{k+2}}, \qquad DV01 = D_{mod} \cdot P \cdot 0.0001
Price change estimate from duration and convexity
P_{\text{new}} = P\left(1 - D_{mod}\,\Delta y + \tfrac{1}{2}\,\text{Conv}\,\Delta y^{2}\right)
Hold-to-maturity profit and simple return
\text{Profit} = F \cdot c \cdot t + (F - P_{\text{purchase}}), \qquad R_{\text{simple}} = \frac{\text{Profit}}{P_{\text{purchase}}} \times 100\%

Frequently asked questions

Why is one input box greyed out and locked?

That is the field you chose in the Solve For menu. The calculator fills it in for you, so you cannot type in it.

Fill in the other four boxes and click Calculate. The locked box shows the answer.

What is the difference between the coupon rate and the yield?

The coupon rate is fixed. It is set when the bond is issued and never changes.

The yield depends on what you pay. Pay less than par and your yield is higher than the coupon rate. Pay more than par and your yield is lower.

Can I use this bond calculator for a zero-coupon bond?

Yes. Set the Annual Coupon to 0. The price then comes only from discounting the face value.

Zero-coupon bonds always trade below par and have the highest duration for their maturity.

Does the face value have to be $1,000?

No. Type any amount you want, such as $100, $5,000, or $25,000.

The math works the same. Only the dollar results get bigger or smaller.

Can I enter the bond price as a negative number?

Yes. Some textbooks and finance calculators write the price as a cash outflow, like -972.98.

This tool accepts either sign and uses the positive value.

Why does the calculator say no yield matches my price?

The price you typed cannot happen with that coupon, face value, and maturity. Common causes:

  • The price is far above the total of all future payments.
  • The coupon or maturity was typed wrong.
  • The needed yield falls outside the -95% to 200% search range.

Check each input and try again.

Why is the effective annual yield higher than the yield shown?

The main yield is nominal. It just multiplies the per-period yield by the number of payments per year.

The effective annual yield assumes you reinvest each coupon, so it compounds. Compounding always makes it a bit higher when a bond pays more than once a year.

Which day-count convention should I pick?

Use the one that matches the bond:

  • 30/360 — most U.S. corporate and municipal bonds.
  • Actual/Actual — U.S. Treasury and most government bonds.
  • Actual/360 — money-market style debt.
  • Actual/365 — some UK and other markets.

If you are unsure, 30/360 is a safe starting point for corporate bonds.

Which price do I pay, the clean price or the dirty price?

You pay the dirty price. That is the invoice amount, and it includes the accrued interest owed to the seller.

The clean price is only the quoted number you see in listings and news.

Why is accrued interest zero on some dates?

Because settlement lands right on a coupon date. No days have passed since the last payment, so nothing has built up yet.

On that day the clean price and dirty price are the same.

Why do the Core tab and the Yield tab give slightly different numbers?

The Core tab allows part-periods, so 3.5 years works as-is. The duration section rounds to a whole number of coupon periods to build the cash-flow table.

Use whole or half years for a clean match between tabs.

What is a basis point, and what does DV01 tell me?

A basis point is 0.01%, so 100 basis points equal 1%.

DV01 is the dollar amount the bond price moves when the yield changes by one basis point. Bigger DV01 means more price risk.

Why does changing the coupon frequency change the price?

More frequent payments mean you get cash sooner. Money received sooner is worth more today.

The frequency also sets the per-period rate, so the discounting changes too.

Do the results include taxes, fees, or commissions?

No. All results are before tax and before any broker fees.

Your real take-home return will be lower once tax and costs are counted.

Why is the simple return on the Bond Return Summary tab not the same as the yield to maturity?

Simple return just adds all the interest and the gain or loss, then divides by what you paid. It ignores timing and compounding.

Yield to maturity accounts for when each payment arrives and assumes coupons are reinvested. It is the more accurate measure.

What does it mean if the yield to call is lower than the yield to maturity?

It means an early call would hurt your return. Plan around the lower number, called the yield to worst.

Issuers usually call bonds when rates fall, which is exactly when you would rather keep the bond.

Why does the price chart bend instead of forming a straight line?

That bend is convexity. Prices rise a bit more when yields fall than they drop when yields rise by the same amount.

That is why the duration-only estimate on the chart drifts away from the actual price line at big yield moves.

How does the calculator turn dates into years?

On the Core and Yield tabs it counts the real calendar days between your two dates and divides by 365 (Actual/365).

The Between Coupon Dates tab is different. There you pick the day-count rule yourself.

Can I use this for bond funds or ETFs?

No. Funds hold many bonds, and they have no single maturity or face value.

This tool is built for one individual bond at a time.

Why does the tool say interest is based on face value and not my price?

Because the coupon is a promise written on the bond itself. A 5% coupon on a $1,000 bond pays $50 a year no matter what you paid.

Buy that bond for $950 and you still collect $50 a year and still get $1,000 back at maturity.