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BONDS Bond Analytics

This calculator allows for calculation of price, yield, duration, and other statistics for various types of bonds, including US Treasuries, Munis, Corporates, and Japanese Governments. To use the calculator please complete the input fields in the calculator below.

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Inputs

Type of Bond

Input Basis

Clean Price

Redemption Value

Coupon Rate

Coupon Frequency

Settlement Date

Maturity Date

End of Month Rule

Par Value

Results

Function

Analytics

Yield To Maturity

Price To Maturity

Accrued Interest

Total Price

Macaulay Duration (years)

Macaulay Duration (mod)

Convexity (years)

Value of an 0.01

Value of a 32nd

Previous Coupon Date

Days From Prev Coupon

Next Coupon Date

Days To Next Coupon

Days In Coupon Period

Coupons To Maturity

Days To Maturity

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Resources

FinTools BONDS XL