Calculators
Bonds & Fixed Income

🏛️ Bonds & Fixed Income calculators

Yield to maturity, bond prices, duration, convexity, T-bills and bond ladders.

9 calculatorsFree · no sign-upFormulas explained

Bond Yield CalculatorYield to maturity, current yield, yield to call and yield to worst from a bond's price and coupon.
Bond Price & Accrued Interest CalculatorPrice a bond from its yield and work out accrued interest and the dirty price under 30/360 or actual/actual.
Bond Duration, Convexity & Rate Sensitivity CalculatorMacaulay and modified duration, DV01, convexity, rate-shock tests and portfolio duration.
Zero-Coupon Bond CalculatorPrice or yield of a zero-coupon bond, its duration and the imputed interest it accrues each year.
Treasury Bill Yield CalculatorTurn a T-bill price or discount rate into the investment rate, money market yield and dollar return.
Bond Ladder CalculatorSplit an amount across bonds or CDs maturing in different years and see the income and maturity schedule.
Bond Total Return CalculatorSplit a bond's return into coupons, interest on interest and price change, and annualize it.
Credit Spread & Implied Default Probability CalculatorFind the spread over Treasuries in basis points and the default probability it implies.
Floating Rate Bond CalculatorProject floating rate note coupons from a reference rate plus margin, and price the bond.

About these calculators

Bond maths links three things: price, yield and time. The calculators in this group move between them: price a bond from its yield, solve for yield to maturity or to call, measure how much a rate change moves the price, and convert a T-bill discount into a comparable yield.

The ladder and total return tools help plan income over several years rather than for a single bond.

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