MathishaGammanpila

Bond Calculator

Price ↔ yield either way, plus the risk numbers a desk actually quotes: duration and DV01 — with the convex price–yield curve drawn live.

Face value

Coupon rate

%/yr

Years to maturity

yrs

Coupon frequency

Solve for

Yield to maturity

%/yr

Price

—

Macaulay duration

—

years

Modified duration

—

% price Δ per 1% yield

DV01

—

price Δ per 1 bp, per bond

Price–yield curve — the convexity you can see

Notes

Clean price of a plain-vanilla fixed coupon bond; settlement exactly on a coupon date (no accrued interest).
Yield is a nominal annual rate compounded at the coupon frequency — the market convention for T-bonds.
Duration and DV01 are computed analytically from the discounted cash flows, not approximated.

These tools are provided as they are, for working things out. They are not part of Aether's audited model engine and their results are not checked against it. Satisfy yourself that a number is right before you rely on it.