Bond Calculator - Yield to Maturity (YTM) & Pricing
Calculate bond prices or solve for Yield to Maturity (YTM) using numerical bisection. Measure accrued interest, Macaulay/Modified duration, and convexity.
Quoted Clean Market Price
$950
Accrued Interest: $0 (Dirty Price: $950)
Solved YTM5.662%
Current Yield5.263%
Macaulay Duration7.93 Yrs
Modified Duration770.90%
Bond Parameters
Accrued Interest Details
Yield-to-Price Convexity Curve
Projections & Actions
Risk Profile SummaryThis bond has a Macaulay Duration of 7.93 Years and a Modified Duration of 770.90%. A 1% drop in interest rates will cause the bond's price to rise by approximately 770.90%. Convexity is 72.409.