Bond Price & Yield Calculator
Bond Price & Yield is evaluated from Face Value / Par Value, Coupon Rate and Years to Maturity. The calculation reports Bond Price, Price as% of Par and Annual Coupon Payment.
Results
About the Bond Price & Yield Calculator
The calculator uses a multi formula configuration. Each reported value is read as a direct evaluation of the stored rules with the declared field formats and units.
Formula basis:
Bond price is the present value of all future cash flows. Coupon payments are discounted at market yield. Higher market yield = lower present value = lower price. The coupon rate is fixed; market yield changes with interest rates.
Interpret the outputs in the order shown by the result fields. Optional inputs affect only the outputs that depend on those variables.
Formula & How It Works
The calculation applies the following relations exactly as recorded in the metadata: Bond price is the present value of all future cash flows. Coupon payments are discounted at market yield. Higher market yield = lower present value = lower price. The coupon rate is fixed; market yield changes with interest rates. Each output field is produced by substituting the supplied inputs into the relevant relation and then applying the declared rounding or text format.
Worked Examples
Example 1: 10-year Treasury bond: 4% coupon, 5% market yield (discount bond)
Inputs
With Face Value / Par Value = 1,000, Coupon Rate = 4, Years to Maturity = 10 and Required Yield / Market Rate = 5 as the stated inputs, the result is Bond Price = $922.05, Price as% of Par = 92.21% and Annual Coupon Payment = $40. Each value corresponds to the declared output fields.
Example 2: Corporate bond: 6% coupon, 4% market yield (premium bond)
Inputs
With Face Value / Par Value = 1,000, Coupon Rate = 6, Years to Maturity = 5 and Required Yield / Market Rate = 4 as the stated inputs, the result is Bond Price = $1,089.83, Price as% of Par = 108.98% and Annual Coupon Payment = $60. Each value corresponds to the declared output fields.
Example 3: Municipal bond: 3.5% coupon, 3.5% yield — par bond
Inputs
With Face Value / Par Value = 1,000, Coupon Rate = 3.5, Years to Maturity = 15 and Required Yield / Market Rate = 3.5 as the stated inputs, the result is Bond Price = $1,000, Price as% of Par = 100% and Annual Coupon Payment = $35. Each value corresponds to the declared output fields.
Example 4: TIPS bond: 0.5% real coupon, inflation-adjusted principal
Inputs
With Face Value / Par Value = 1,000, Coupon Rate = 0.5, Years to Maturity = 10 and Required Yield / Market Rate = 0.5 as the stated inputs, the result is Bond Price = $1,000, Price as% of Par = 100% and Annual Coupon Payment = $5. Each value corresponds to the declared output fields.
Common Use Cases
- Calculate bond price from yield to maturity
- Find yield to maturity from bond price
- Understand inverse relationship between bond prices and interest rates