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Bond Price & Yield Calculator
This tool helps answer the questions:
Given the bond features input, what is the
bond price, yield
, and duration?
What is the
bond price sensitivity
to the change in interest rate?
How likely and how much I may suffer an unrealized capital loss, due to interest rate going up?
Bond Name
Create New
Bond list
Name
Edit
Bond Features
Bond type
Treasury
Agency (GSE)
Municipal
Corporate
High Yield
To calculate
bond price
bond yield
Input bond price
Input bond yield
Coupon rate
(annual)
Coupon paid
Monthly
Quarterly
Semi-annually
Annually
Maturity date
Valuation date
Notional amount
unit ×
$25
$50
$100
$1000
=
Key Output
Bond price
Bond yield
Coupon
Accrued interest
Total cost
= Bond price / 100 * National amount + Accrued interest
Bond duration
A measurement of a bond's price sensitivity to interest rate changes. (Technical definition: the weighted average of the times until those bond cash flows are received by bondholders)
To know more:
If a bond has longer maturity or longer duration, it will have greater
interest rate risk
.
The bond's coupon rate has minimal impact on interest rate risk.
Interest Rate Risk
If interest rate
+
, price will
drop to
Capital
gain
25%
10%
5%
1%
probability
in 1 month
in 1 year
% loss can be (worse than)
$ loss can be (worse than)
Close