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CalculatorBuddy

Bond Calculator

Price a fixed-rate coupon bond, or solve for face, yield, coupon, or time to maturity. Between coupon dates, get the dirty price, clean price, and accrued interest.

Enter any four values to solve the fifth. For bonds issued or traded on a coupon date.

ExampleSample values — edit any field to see your result.

$

Leave blank if unknown — enter any four of price, face, yield, years, and coupon.

$

Leave blank if unknown — enter any four of price, face, yield, years, and coupon.

%

Annual yield to maturity. Leave blank if unknown.

years

Must cover a whole number of coupon periods (years × frequency). Leave blank if unknown.

%

Yearly coupon as a percent of face value. Leave blank if unknown.

Coupon unit

Annual coupon as a percent of face or as a dollar amount.

Results update as you type.

Result

Given the face value, yield, time to maturity, and annual coupon, the price is $97.3270.

Estimated result

Given the face value, yield, time to maturity, and annual coupon, the price is $97.3270.

Price
$97.3270
Face value
$100.0000
Yield
6.0000%
Time to maturity
3.0000years
Annual coupon
$5.0000
Coupon rate
5.0000%

Present value of coupons vs face

Coupons 14%, Face value 86%
  • Coupons14%
  • Face value86%

Price a fixed-rate coupon bond, or solve for face value, yield, coupon, or time to maturity. On a coupon date, enter any four of the five bond terms. For a trade that settles between coupon dates, use the Pricing tab for dirty price, clean price, and accrued interest.

Formula

On a coupon date the price is the present value of remaining coupon payments plus the present value of face value, discounted at the periodic yield:

P = C × (1 − (1+r)^−N) / r + F / (1+r)^N

C is the coupon per period (annual coupon ÷ frequency), r is the yield per period (annual yield ÷ frequency), N is the number of remaining periods (years × frequency), and F is face value. When yield is 0, that collapses to P = C × N + F.

Between coupon dates, accrued interest is the current period's coupon times the fraction of the period already elapsed (using your day-count). Dirty price carries the last coupon-date price forward at the periodic yield; clean price is dirty minus accrued.

accrued = C × (days since last coupon / days in period)
dirty   = P_last × (1 + r)^(days / period)
clean   = dirty − accrued

Time to maturity on the Coupon date tab must cover a whole number of coupon periods. For an off-cycle settlement date, use the Pricing tab.

Default $100 face · 5% coupon · 6% yield · 3 years

FrequencyPrice (coupon date)
Annually$97.3270
Semiannually$97.2914
Quarterly$97.2731
Monthly$97.2607

The worked textbook case — $1,000 face, 5% coupon, 6% yield, 10 years, semiannual — prices at $925.6126.

Examples

Solve for price on a coupon date

A $100 face bond with a 5% annual coupon, 6% yield, and 3 years to maturity (annual coupons) is worth $97.3270. Leave Price blank and fill in the other four fields.

Dirty and clean prices between coupon dates

The same bond, settlement September 9, 2026 and maturity September 5, 2029, 30/360, has accrued 4 days of interest ($0.0556). Dirty price is $97.3900 and clean price is $97.3345.

Solve for yield from a known price

Enter price $90 with the default face, coupon, and term. Annual yield is 8.9467% — above the 5% coupon because the bond is trading at a discount.

Frequently asked questions

What does this bond calculator solve?
On the Coupon date tab, enter any four of price, face value, yield, time to maturity, and the annual coupon to get the fifth. That tab is for a fixed-rate coupon bond issued or traded on a coupon date. The Pricing tab values a trade between coupon dates and returns the dirty price, clean price, accrued interest, and days since the last coupon.
What is the difference between dirty price and clean price?
Clean price is the quoted market price without accrued interest. Dirty (invoice) price is what the buyer actually pays: clean price plus the coupon interest that has accrued since the last payment date. Dirty = clean + accrued interest.
Which day-count convention should I use?
30/360 (bond basis) is common for US corporate, agency, and municipal bonds. Actual/Actual is the usual convention for US Treasuries. Actual/360 shows up on money-market instruments; Actual/365 on some non-US government bonds. The accrued-interest gap between conventions is usually a few days at most.
Is yield the same as the coupon rate?
No. The coupon rate is the contract interest on face value. Yield (here, yield to maturity) is the discount rate that sets the present value of remaining coupons plus face equal to the price. A 5% coupon bond priced below par has a yield above 5%; priced above par, a yield below 5%.
Why must years × frequency be a whole number?
The coupon-date formulas discount a whole number of remaining coupon periods. Three years with annual coupons is fine (3 periods); 1.5 years with semiannual coupons is also fine (3 periods). 3.3 years with annual coupons is not — switch to the Pricing tab and use settlement / maturity dates instead.

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