Finance calculators

YTM Calculator

Updated Aug 2, 2026 By Jehan Wadia
Rate Formulas
Bond Details

Yield Results

5.5944
Read-only result
5.6410
Approximation formula
5.2632
Read-only result
Trading at a Discount
Key Figures From Your Inputs
Step-by-Step Solution
Price vs. Yield Curve
Cash Flows: Nominal vs. Present Value
Cash Flow & Discounting Schedule
Period Time (yrs) Coupon Principal Total Cash Flow Discount Factor Present Value Cumulative PV

Introduction

Yield to maturity (YTM) is the total return you earn if you buy a bond today and hold it until it pays back. It counts both the interest payments and any gain or loss between the price you pay and the face value you get at the end.

This YTM calculator does that math for you. Type in the bond price, face value, coupon rate, years to maturity, and how often the bond pays. Then press Calculate.

You get the exact YTM, an estimated YTM, and the current yield. You also see if the bond trades at a discount, at par, or at a premium. Below that, the tool shows each step of the math, a price vs. yield chart, and a full table of every cash flow and its present value.

Use it to compare bonds, check a broker's quote, or study for a finance class. It works for regular coupon bonds and zero coupon bonds. If you want to price a bond instead of solve for its yield, try the Bond Value Calculator, or start with the general Bond Calculator for a broader overview.

How to use our Yield to Maturity (YTM) Calculator

Enter five details about your bond and the YTM calculator shows your exact yield to maturity, an estimated YTM, your current yield, and a full cash flow schedule with charts.

Current Bond Price: Type the price you pay to buy the bond today. Your broker may quote it per $100 of par, so a quote of $95 means $950.00.

Face Value (Par Value): Type the amount the issuer pays you back at maturity. Most bonds use $1,000.

Annual Coupon Rate: Type the yearly interest rate printed on the bond as a percent. A 5% coupon on a $1,000 bond pays $50 a year. Enter 0 for a zero-coupon bond.

Years to Maturity: Type how many years are left until the bond pays you back. You can use decimals, like 3.5 for three and a half years.

Coupon Payment Frequency: Pick how often the bond pays interest — annually, semiannually, quarterly, or monthly. Most U.S. bonds pay semiannually. Choosing Zero Coupon locks the coupon rate at 0%.

Click Calculate to see your results, or click Reset to clear the form and start over.

What Is Yield to Maturity (YTM)?

Yield to maturity is the total return you earn on a bond if you buy it today and hold it until it matures. It counts every coupon payment you collect plus any gain or loss between the price you pay and the face value you get back at the end. YTM is shown as a yearly percent, so you can compare bonds of different prices, coupons, and maturity dates side by side. It is closely related to the internal rate of return — YTM is simply the IRR of a bond's cash flows.

The Parts of a Bond

  • Bond price: what the bond costs on the market right now.
  • Face value (par): the amount the issuer pays back at maturity. Most bonds use $1,000.
  • Coupon rate: the yearly interest rate printed on the bond. A 5% coupon on $1,000 pays $50 a year.
  • Years to maturity: how long until the bond pays back the face value.
  • Payment frequency: how often coupons are paid. Most U.S. bonds pay twice a year.

Discount, Par, and Premium Bonds

Bond prices move opposite to yields. When market rates go up, bond prices fall. When rates go down, prices rise.

  • Discount: price is below par, so YTM is higher than the coupon rate.
  • Par: price equals face value, so YTM is about equal to the coupon rate.
  • Premium: price is above par, so YTM is lower than the coupon rate.

YTM vs. Current Yield

Current yield is just the yearly coupon divided by the price. It is quick, but it ignores the gain or loss you get at maturity. YTM includes that, so it gives a fuller picture of your return. The "estimated" YTM uses a simple shortcut formula, while the "exact" YTM is solved by trial and error until the present value of all future payments equals the price you paid. For a wider view of yield measures, the Bond Yield Calculator covers current yield and yield to call as well.

Zero-Coupon Bonds

A zero-coupon bond pays no interest along the way. You buy it below face value and collect the full face value at maturity. All of your return comes from that price gap, so the math is simpler and there is no current yield to speak of. If you are buying government paper, the Treasury Bond Calculator and Savings Bond Calculator handle those cases directly.

What YTM Does Not Tell You

YTM assumes you hold the bond to maturity, the issuer never misses a payment, and you reinvest every coupon at the same yield. Real life can differ. YTM also ignores taxes, trading fees, and the chance the issuer calls the bond back early. Use it as a strong comparison tool, not a promise.

Before you commit, check how much a bond's stated rate is worth after compounding with the APY Calculator, see how rising prices eat into fixed payments with the Inflation Calculator, and estimate what you owe on any gain with the Capital Gains Tax Calculator.

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Formulas used

Bond price equation solved for periodic yield r
P = \sum_{t=1}^{n} \frac{C}{(1+r)^{t}} + \frac{F}{(1+r)^{n}}
Coupon payment per period
C = \frac{c \times F}{f}
Number of coupon periods
n = T \times f
Nominal annual yield to maturity
\text{YTM} = r \times f
Estimated (approximate) YTM
\text{YTM}_{est} = \frac{C_{\text{annual}} + \dfrac{F - P}{T}}{\dfrac{F + P}{2}} \times 100
Current yield
\text{Current Yield} = \frac{C_{\text{annual}}}{P} \times 100
Zero-coupon bond YTM (closed form)
\text{YTM} = \left(\frac{F}{P}\right)^{\frac{1}{T}} - 1
Effective annual yield
\text{EAY} = (1 + r)^{f} - 1

Frequently asked questions

Why is the exact YTM different from the estimated YTM?

The estimated YTM uses a quick shortcut formula that averages your price and face value. The exact YTM solves the full bond equation by trial and error until every payment discounts back to your price.

The two are usually close, but the exact YTM is the number to use. The estimate is mainly there to show the shortcut math and to give the solver a starting point.

What is the difference between nominal annual YTM and effective annual yield?

The nominal YTM is the rate per period times the number of periods per year. It ignores the fact that you can reinvest coupons during the year.

The effective annual yield adds that compounding back in, so it is a little higher when a bond pays more than once a year. Use the effective number when you compare a bond to a savings account or CD.

Why is my broker's YTM slightly different from this calculator?

Brokers price bonds from a settlement date and a day-count rule, so they count the exact days to the next coupon. They may also add accrued interest and fees.

This calculator counts whole periods from today. On most bonds the gap is only a few hundredths of a percent.

Does the calculator include accrued interest?

No. Enter the total price you actually pay for the bond. If your quote is a clean price and you also owe accrued interest, add that amount to the price for a closer result.

My bond is quoted at 98.5. What do I type in the price box?

Bond quotes are per $100 of par. Multiply the quote by 10 for a $1,000 bond.

  • Quote 98.5 → enter 985.00
  • Quote 101.25 → enter 1012.50

What does the discount factor column mean?

It shows what $1 paid on that date is worth today at your YTM. The math is 1 ÷ (1 + r)t, where r is the yield per period and t is the number of periods away.

Multiply the cash flow by the discount factor and you get the present value in the next column.

Why does the sum of all present values equal the bond price?

That is the whole point of YTM. It is the one rate that makes every future coupon and the final face value add up to exactly what you paid.

The green check line under the table is your proof that the answer is right.

Can yield to maturity be negative?

Yes. If you pay more for a bond than all of its future payments added together, your yield is below zero. This happens with very high premium prices or very low coupons.

The calculator will still solve it and show a negative percent.

What is a good yield to maturity?

There is no single good number. Compare the YTM to a Treasury bond with the same maturity. A much higher yield usually means more risk that the issuer misses a payment.

A yield that looks too good is often a warning sign, not a bargain.

Does this work for callable bonds?

No. This tool assumes the bond runs to its maturity date. If the issuer can call the bond back early, your real return may be lower.

For that, use the Bond Yield Calculator, which also covers yield to call.

Can I enter a partial year, like 3.5 years?

Yes. The calculator handles odd periods. It counts the remaining payments and discounts each one at its exact time, so a stub first period is priced correctly.

Why is Estimated YTM shown as N/A for zero-coupon bonds?

The shortcut formula needs coupon payments, and a zero-coupon bond has none. Instead, the calculator uses an exact closed-form answer: YTM = (Face ÷ Price)1/years − 1.

No guessing is needed, so no estimate is shown.

Why did the coupon rate box lock at 0%?

You picked Zero Coupon in the frequency menu. Zero-coupon bonds pay no interest, so the rate is fixed at 0%.

Switch the frequency back to annually, semiannually, quarterly, or monthly to type a coupon rate again.

What formula does the calculator use?

It solves this equation for r:

Price = C ÷ (1+r)1 + C ÷ (1+r)2 + … + (C + Face) ÷ (1+r)n

C is the coupon per period and n is the number of periods. Annual YTM = r × payments per year. There is no simple algebra answer, so the tool solves it by repeated guessing.

Does payment frequency change the yield?

Yes, a little. Getting cash sooner is worth more, so bonds that pay monthly or quarterly compound faster than the same bond paying once a year.

Always compare bonds using the same frequency, or compare their effective annual yields.

Why is the price vs. yield line curved instead of straight?

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

The orange line marks the price you entered and the red dot marks your YTM, where the two meet.

Why doesn't the table show every single period?

Long bonds can have hundreds of payments. When a schedule has more than 130 rows, the tool shows the first 40 and the last 20 and hides the middle.

The totals row still adds up every period.

Can I use this for a bond fund or ETF?

No. Funds hold many bonds and never mature, so there is no single face value or end date. Look up the fund's published SEC yield or average YTM instead.

This tool is built for one bond at a time.

Does it work with currencies other than dollars?

Yes. The dollar sign is only a label. Enter the price and face value in any one currency and the yield percent will be correct.

How can I check the answer in Excel?

Use the RATE function, then multiply by the payments per year:

=RATE(n, C, -Price, Face) * f

Here n is total periods, C is the coupon per period, and f is payments per year. You should get the same exact YTM.