Bond calculator
Price, yield, accrued interest, duration and convexity for fixed, zero, step-up, floating, amortizing, callable, perpetual and inflation-linked bonds.
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Clean price per 100 face
Where the value sits
Each bar is the present value of one payment; dashed outlines are the amounts before discounting. The plank balances at the Macaulay duration.
Coupon PVPrincipal PVUndiscountedDuration
Price and yield
The solid line is the true price. The straight line is the duration estimate; the dashed curve adds convexity. Move the shock to compare them.
Actual priceDuration onlyDuration and convexity
Rate scenarios
Parallel yield shifts, full repricing.
Cash flows
Per 100 of face.