Bond Yield Calculator

Value at maturity.

Bond Yield Calculator: Master Fixed-Income Returns

Our Bond Yield Calculator computes YTM, current yield, YTC, and theoretical pricing. Essential for bond investors.

What is Bond Yield?

Effective return considering price, coupons, and maturity. Differs from coupon rate.

Types of Yield

TypeFormulaUse
Current YieldAnnual Coupon / PriceQuick income estimate
YTMIRR of cash flowsTotal return if held to maturity
YTCIRR to call dateFor callable bonds

Bond Pricing

PV of coupons + PV of par. Below par = discount (higher yield), above = premium.

Example: $1,000 Par, 5% Coupon, $950 Price, 10 Years, Semi-Annual

  • Current Yield: 5.26%
  • YTM: 5.73%
  • Coupon Payment: $50/year
  • Discount: $50

How YTM is Calculated

Solves: Price = Σ (Coupon / (1+YTM)^t) + Par / (1+YTM)^n

Uses Newton-Raphson approximation for IRR.

Why Bond Yields Matter

  • Compare bonds
  • Assess interest rate risk
  • Predict returns
  • Link to NPV

Pro Tips

  • YTM assumes reinvestment
  • Check call provisions
  • Consider taxes
  • Use with duration

Limitations

  • No default risk
  • Constant rates
  • No embedded options modeled beyond call

Conclusion

Evaluate bonds accurately with our Bond Yield Calculator. Explore Finance tools.