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Bond Calculator

Calculate bond prices, yields, duration, and convexity. Analyze coupon payments and understand premium/discount pricing.

Currency
Bond Parameters

The bond's principal amount at maturity

Annual interest rate as percentage of face value

1 years30 years
Calculate

Required rate of return in the market

Current Price

$1,000.00

Yield to Maturity

5.00%

Annualized return if held to maturity
Current Yield

5.00%

Annual coupon / price
Risk Metrics

Macaulay Duration

7.99

years

Modified Duration

7.79

% price change per 1% yield

Convexity

73.63

curvature measure

Present Value Breakdown
PV of Coupon Payments(39.0%)
$389.73
PV of Face Value(61.0%)
$610.27
Payment Summary

Coupon Per Period

$25.00

Annual Coupon

$50.00

Total Coupon Payments

$500.00

Total Return at Maturity

$500.00

Coupon Payment Schedule (20 payments)
PeriodCouponPresent ValueCumulative
Year 1, Period 1$25.00$24.39$25.00
Year 1, Period 2$25.00$23.80$50.00
Year 2, Period 1$25.00$23.21$75.00
Year 2, Period 2$25.00$22.65$100.00
Year 3, Period 1$25.00$22.10$125.00
Year 3, Period 2$25.00$21.56$150.00
Year 4, Period 1$25.00$21.03$175.00
Year 4, Period 2$25.00$20.52$200.00
Year 5, Period 1$25.00$20.02$225.00
Year 5, Period 2$25.00$19.53$250.00
Year 6, Period 1$25.00$19.05$275.00
Year 6, Period 2$25.00$18.59$300.00
Year 7, Period 1$25.00$18.14$325.00
Year 7, Period 2$25.00$17.69$350.00
Year 8, Period 1$25.00$17.26$375.00
Year 8, Period 2$25.00$16.84$400.00
Year 9, Period 1$25.00$16.43$425.00
Year 9, Period 2$25.00$16.03$450.00
Year 10, Period 1$25.00$15.64$475.00
Year 10, Period 2$1,025.00$15.26$500.00

Understanding Bond Pricing

Bond Price Formula

A bond's price equals the present value of all future cash flows:

Price = Sum(C / (1+r)^t) + F / (1+r)^n
  • C = Coupon payment per period
  • r = Yield per period
  • F = Face value (par)
  • n = Total periods to maturity

Key Concepts

  • Premium Bond: Price greater than face value when coupon rate exceeds market yield
  • Discount Bond: Price below face value when coupon rate is less than market yield
  • Duration: Measures price sensitivity to interest rate changes - higher duration means more volatility
  • Convexity: Second-order price sensitivity - duration alone underestimates price changes for large yield moves