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Bond Calculator

Calculate yield, duration, ACI, convexity, spreads and PVBP
directly in Excel
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Price:i
% of face value , excl. ACI
at a yield of
Type
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Точность:

Coupons and long-term zero-coupon bonds

Coupon rate
Maturity (years)
The freq. of coupon payments (per year)
Current price
Yield to maturity (effective)
Yield to maturity (nominal)
Clean

Short-term zero-coupon bonds and notes

Maturity (days)
Current price
Yield to maturity (effective)
Yield to maturity (nominal)
Clean

Old version of the bond calculator

Bond Calculator is designed to calculate analytical parameters used in assessment of bonds. The tool allows calculating net and dirty prices, accrued coupon interest (ACI), various types of bond yields, duration, as well as modified duration, convexities, PVBP, several types of spreads (G-spread, T-spread), giving the opportunity to analyze the volatility of the debt market instruments and evaluate the change of the bond price due to the yield change. Interface allows viewing key issue parameters. The Calculator also provides functionality on building simple models of coupon and discount bonds and international bonds to estimate price or yield quickly according to the imputed parameters.
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150 000
issues: local and international bonds
170
countries
+7 812 336 97 21
pro@cbonds.info
150 000
issues: local and international bonds
170
countries
Сbonds is a global Fixed income data platform
+7 812 336 97 21
pro@cbonds.info
Data
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