Bond Price Calculator









Dirty Price $
Clean Price $
Accrued Interest $

Simple Trading Strategies
Bond Books

Yield to Maturity
This is the yield to maturity that you want the bond to have. To calculate the yield for a given price see the Bond Yield to Maturity Calculator.
Face Value
This is the nominal value of debt that the bond represents. It is the amount that is payed to the holder of the bond on the date that it matures, also called the redemption date.
Coupon Rate
This determines the value of the annual coupon payments as a percentage of the face value. For example if the face value is 1000 and the interest rate is 7% then there will be total coupon payments of 70 in a year. If there are 2 payments per year then each payment will equal 35.
Payments per Year
A bonds coupon payment is usually split up into a number of payments per year. The most common number is 2.
Settlement Date
This is the date on which the bond is paid for and ownership is assumed.
Maturity Date
This is the date of the final coupon payment and payment of the bond's face value.

QuantWolf

Copyright 2008-2014 by Exstrom Laboratories LLC
Send comments to: (stefan AT exstrom DOT com)