Finance calculators

Treasury Bond Calculator

Updated Jul 30, 2026 By Jehan Wadia
Rate Formulas
Settlement & Maturity
Date you buy / settle the bond.
Stays in sync with the term below.
years
Type a term and the maturity date updates.
Drives accrued interest & stub period length.
Bond Terms
Principal repaid at maturity.
%
Contractual rate printed on the bond.
Semi-annual is the treasury standard.
%
Set to 0 for tax-exempt / infrastructure bonds.
Pricing Mode
Calculation Direction
Price mode uses the yield below; yield mode solves the YTM from the price.
%
Input in Price mode · solved output in Yield mode.
%
Input in Yield mode · solved output in Price mode.
Basis of the known price.

Bond Price Summary
Clean Price
Dirty Price (Settlement Amount)
Accrued Interest
Pricing Status
Yield & Sensitivity Metrics
Coupon Rate (annual)
Market Yield / YTM (annual, nominal)
Effective Annual Yield (compounded)
Current Yield
Macaulay Duration
Modified Duration
DV01 (per 1 bp)
Convexity
Return Summary — Gross vs. Net of Withholding Tax
Purchase Price (dirty / settlement)
Principal Returned at Maturity
Time to Maturity
Metric Gross Withholding Tax Net
Total Coupon Income
Capital Gain / (Loss)
Simple ROI
Effective Annual Yield
Total Return
Step-by-Step Solution
Cash Flow Schedule (Net Coupon, Tax & Principal)
Cumulative Cash Received
Price / Yield Sensitivity Curve
Coupon Payment Schedule (dates as DD/MM/YYYY)
# Payment Date Days in Period Coupon (Gross) WHT Deducted Coupon (Net) Principal Total Cash Flow Cumulative Net Income

Introduction

A treasury bond is a loan you give to a government. In return, the government pays you interest (called a coupon) a few times a year, then pays back your money at the end. This Treasury Bond Calculator shows you exactly what that deal is worth.

Enter your settlement date, maturity date, face value, coupon rate, and payment frequency. The calculator then works out:

  • Clean price and dirty price — what you pay, with and without accrued interest
  • Accrued interest — the interest earned since the last coupon date
  • Yield to maturity (YTM) and current yield — see also our focused Bond Yield Calculator
  • Duration, DV01, and convexity — how much the price moves when rates change
  • Total return before and after withholding tax

You can work in two directions. Pick Solve for Price to find the price from a market yield (the same job as our Bond Value Calculator). Pick Solve for Yield to find the YTM from a price you already know.

You also get a full coupon payment schedule, charts of your cash flows, and a step-by-step math solution so you can see how every number was found. Choose your currency and day count convention to match your market. If you are comparing government paper with other safe options, run the numbers through the CD Calculator, the HYSA Calculator, or the Savings Bond Calculator too.

How to Use Our Treasury Bond Calculator

Enter your bond's dates, face value, coupon rate, and tax rate, then pick whether you want to solve for price or yield. The treasury bond calculator gives you the clean price, dirty price, accrued interest, yield to maturity, duration, DV01, convexity, your gross and after-tax return, plus a full coupon schedule and charts.

Value Date (Settlement): Pick the day you buy or settle the bond. All pricing starts from this date. Use the Business Days Calculator if you need to roll settlement to the next trading day.

Maturity Date: Pick the day the bond pays back your principal. This date and the term below stay in sync.

Investment Term: Type how many years you hold the bond. The maturity date updates on its own when you change it. The Date Duration Calculator helps if you want the exact day count between two dates.

Day Count Convention: Choose how days are counted: Actual/Actual (ICMA), Actual/365, Actual/360, or 30/360. This sets your accrued interest and the first part-period.

Face Value (Par): Pick your currency, then type the principal the bond pays back at maturity, such as 1,000,000. For cross-border holdings, the Currency Calculator converts your proceeds.

Coupon Rate (annual): Type the yearly interest rate printed on the bond, like 12.50 for 12.5%.

Coupon Frequency: Choose how often coupons are paid: semi-annual (2 times a year, the treasury standard), annual, or quarterly.

Withholding Tax Rate: Type the tax rate taken off each coupon. Use 0 for tax-free or infrastructure bonds. Our Tax Withholding Calculator and Effective Tax Rate Calculator can help you pick the right figure.

Calculation Direction: Choose "Solve for Price" to find the bond price from a yield, or "Solve for Yield" to find the YTM from a price you already know.

Market Yield / YTM (annual): In Price mode, type the market yield you want to use. In Yield mode, the calculator fills this in for you. See the interest rate calculator if you want to back out an implied rate first.

Known Market Price (% of par): In Yield mode, type the price as a percent of par, like 98.50. In Price mode, the calculator fills this in for you.

Price Basis: Say if your known price is a clean price (no accrued interest) or a dirty price (with accrued interest).

Click Calculate to see your results and step-by-step math. Click Reset to go back to the sample values.

What Is a Treasury Bond?

A treasury bond is a loan you give to a government. You pay money today. The government pays you interest twice a year (called a coupon), and gives your money back on the maturity date. Because governments rarely miss payments, treasury bonds are seen as one of the safest places to put money, which is why they often anchor the low-risk slice of a portfolio you might model in the Investment Calculator.

The Main Parts of a Bond

  • Face value (par): the amount paid back at the end, like $1,000,000.
  • Coupon rate: the fixed yearly interest rate written on the bond. A 12.5% coupon on $1,000,000 pays $125,000 a year.
  • Frequency: how often coupons are paid. Most treasury bonds pay twice a year.
  • Maturity date: the day the loan ends and the face value is paid back.
  • Value date (settlement): the day you actually buy the bond and pay for it.

Price and Yield Move in Opposite Ways

The coupon rate never changes, but market interest rates do. So the price of the bond changes instead. When market rates go up, bond prices fall. When market rates go down, bond prices rise.

  • Premium: the coupon is higher than the market yield, so buyers pay more than par.
  • Discount: the coupon is lower than the market yield, so buyers pay less than par.
  • Par: the coupon and the market yield match, so the price equals face value.

Yield to maturity (YTM) is the total yearly return you earn if you hold the bond to the end and get every payment. It counts both the coupons and any gain or loss between the price you paid and the face value. Under the hood it is an internal rate of return, the same idea used in the IRR Calculator, and the price itself is a discounted cash flow, just like in the NPV Calculator and the DCF Calculator.

Clean Price, Dirty Price and Accrued Interest

Bonds are quoted as a percent of par, like 98.50%. That quote is the clean price. But if you buy between coupon dates, the seller already earned some interest. You pay them for those days. That is accrued interest, and it is worked out the same way as in a Simple Interest Calculator — rate times principal times days over the year basis.

Dirty price = clean price + accrued interest. The dirty price is the real cash you hand over on settlement day.

Day Count Conventions

A day count rule tells you how to count the days in a period. It changes the accrued interest amount. Common rules are Actual/Actual (ICMA), Actual/365, Actual/360 and 30/360. Actual/Actual is the normal choice for government bonds.

Risk Measures: Duration, DV01 and Convexity

  • Macaulay duration is the average time, in years, until you get your money back, weighted by the size of each payment. Each weight is a present value, the kind of figure the Present Value Calculator produces.
  • Modified duration shows how much the price drops if yields rise 1%. A duration of 4 means the price falls about 4%.
  • DV01 is the cash change in price for a move of one basis point (0.01%). Our BPS Calculator is handy for converting basis points to percentages.
  • Convexity fixes the small error in duration. Prices bend, they do not move in a straight line. Higher convexity is good for the owner.

Longer bonds and lower coupons mean higher duration, so more price risk when rates move.

Withholding Tax on Coupons

Many countries take a tax straight out of each coupon before it reaches you. A 15% withholding tax on a $62,500 coupon leaves $53,125 in your pocket. Some bonds, like infrastructure bonds in some markets, are tax free. Tax lowers your real return, so always compare bonds after tax, not before. If you sell before maturity, a price gain may also be taxed — check the Capital Gains Tax Calculator and the Income Tax Calculator for your situation.

Current Yield vs. Yield to Maturity

Current yield is just the yearly coupon divided by the price. It is quick but it ignores the gain or loss at maturity. It works much like the Dividend Yield Calculator does for shares. Yield to maturity counts everything, so it is the better number to compare bonds. To put a nominal YTM on the same footing as a quoted savings rate, convert it with the APY Calculator.

Why This Matters

Knowing the price, yield, accrued interest and duration helps you see if a bond is a fair deal, how much cash it will pay you, and how much its value can swing if interest rates change. To judge whether the return is worth keeping, compare it against rising prices using the Inflation Calculator, project reinvested coupons with the Compound Interest Calculator, and see how the payout fits your long-term plan in the Retirement Calculator.


Formulas used

Coupon payment per period
C = F \times \frac{c}{f}
Dirty price (present value of remaining cash flows)
P_{dirty} = \sum_{k=1}^{n} \frac{CF_k}{(1+i)^{\,w+k-1}}, \qquad i = \frac{y}{f}, \qquad CF_k = C + \begin{cases} F & k=n \\ 0 & k
Accrued interest and clean price
AI = C \times \frac{d_{acc}}{d_{period}}, \qquad P_{clean} = P_{dirty} - AI
Current yield
CY = \frac{F \times c}{P_{clean}} \times 100
Macaulay duration, modified duration and DV01
D_{mac} = \frac{\sum_{k} t_k \cdot PV_k}{P_{dirty}}, \qquad D_{mod} = \frac{D_{mac}}{1+i}, \qquad DV01 = D_{mod} \times P_{dirty} \times 0.0001
Convexity
C_x = \frac{1}{P_{dirty} \, f^2 (1+i)^2} \sum_{k} n_k (n_k+1) PV_k, \qquad n_k = w+k-1
Net coupon income, capital gain and total net return
\text{Net Coupons} = nC(1-\tau), \qquad \text{Capital} = F - P_{dirty}, \qquad R_{net} = nC(1-\tau) + (F - P_{dirty})
Simple ROI and effective annual yield
ROI = \frac{R}{P_{dirty}} \times 100, \qquad EAY = \left(1 + \frac{R}{P_{dirty}}\right)^{\frac{1}{T}} - 1, \qquad T = \frac{w+n-1}{f}

Frequently asked questions

Should I enter a clean price or a dirty price in Solve for Yield mode?

Either one works. Just tell the calculator which you typed using the Price Basis dropdown.

  • Clean Price — the normal market quote, like 98.50, with no accrued interest.
  • Dirty Price — the full cash amount you pay on settlement day.

If you pick the wrong basis, the yield to maturity will be slightly off.

Why does the cash I pay differ from the price I was quoted?

Because a quote is a clean price. The cash you actually hand over is the dirty price, shown as the Settlement Amount.

It adds the accrued interest you owe the seller for days since the last coupon. The calculator shows both numbers side by side.

Why did my accrued interest change when I changed the day count convention?

Each convention counts days in a different way. Actual/360 divides by 360 days, so it gives a bit more interest than Actual/365. 30/360 treats every month as 30 days.

Use the rule your market actually uses. For most government bonds that is Actual/Actual (ICMA).

Can I use this for a zero coupon bond or a treasury bill?

Yes, for a zero coupon bond set the Coupon Rate to 0. The price will be a discount to par and all your return comes from the capital gain.

Very short bills under one coupon period may show an error, because the tool needs at least one payment date after settlement.

Why do I get an error saying no coupon payments remain?

Your maturity date is too close to your value date. The calculator builds coupon dates backwards from maturity, so it needs at least one payment date after settlement.

Fix it by pushing the maturity date out, or by raising the coupon frequency to quarterly.

Why does it warn me that my value date is a weekend or holiday?

Markets are closed on those days, so a real trade would settle on the next business day. The math still runs, but the date is not realistic.

Move the value date to a working day for an accurate settlement amount.

Why is my time to maturity 1.98 years when I typed 2 years?

The tool measures time in coupon periods from your settlement date. If settlement sits inside a coupon period, the first stub is shorter than a full half year.

That gives a number just under your typed term. It is normal and makes pricing more exact.

Why does the first row of the schedule show a full period of days?

That column shows the length of the whole coupon period, from the last coupon date to the next one. It is not the days left until you get paid.

The days you already owe the seller are shown separately as accrued days in the Accrued Interest box.

Does the return summary assume I reinvest my coupons?

No. The Return Summary just adds up your coupons and your capital gain, then spreads that over the holding time.

Yield to maturity does assume coupons are reinvested at the same yield. That is why the two numbers are not identical.

Why is my ROI much bigger than my yield?

Simple ROI is the total return over the whole holding period. Yield to maturity and effective annual yield are per year.

A 5-year bond can show a 60% ROI and only about a 10% yearly yield. Compare bonds using the yearly figures.

Why is my capital gain negative?

You paid more than par. That happens when the coupon rate is higher than the market yield, so the bond trades at a premium.

The extra coupon income makes up for it. Your yield to maturity already includes that loss.

How do I model a tax-free bond?

Set the Withholding Tax Rate to 0. The Gross and Net columns will then match.

Use this for tax-exempt or infrastructure bonds. For taxed bonds, type the rate your government deducts from each coupon.

Why does the calculator say no yield can match my price?

The solver searches yields from -90% up to 500%. If your price sits outside that range, no answer exists.

Usually the price was typed as a cash amount instead of a percent of par. Enter 98.50, not 985,000.

What does DV01 tell me in plain money?

DV01 is the cash your bond's value moves if yields shift by one basis point (0.01%).

If DV01 is $180, then a 10 basis point rise in yields costs you roughly $1,800. It is a quick way to size interest rate risk.

Why is duration shorter than the years to maturity?

You get coupon cash along the way, not only at the end. Those early payments pull the average payback time forward.

Only a zero coupon bond has a duration equal to its maturity.

What does the Price / Yield Sensitivity Curve show?

It plots your bond's clean price across a band of yields, about 4% either side of your current yield.

The red dot is your bond today. The curve bends instead of running straight, and that bend is convexity.

Does changing the currency convert my numbers?

No. The currency picker only changes the symbol shown, like $ to KSh.

All amounts stay in the units you typed. Convert money across currencies before you enter it.

Does the calculator include broker fees, commissions or levies?

No. Results show the bond math only: price, accrued interest, coupons, tax and principal.

Subtract any fees yourself, or add them to your purchase price, to see your true net return.

Can I use this for corporate or municipal bonds?

Yes. Any plain fixed-coupon bond works the same way, so the price, yield, duration and schedule are all valid.

Just remember these bonds carry credit risk, so their market yield will be higher than a government bond of the same length.

Why does the maturity date change when I type a term?

The term box and the maturity date are linked. Type 5 years and the maturity date jumps 5 years forward from your value date.

It works both ways. Pick a maturity date and the term updates to match.