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Bond Calculator

Calculate yield, duration, ACI, convexity, spreads and PVBP
directly in Excel
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Price:
i
Last available Cbonds Estimation quote
% of face value , excl. ACI
at a yield of
Type
Reset
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Precision:

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
The Bond Calculator is designed to calculate analytical parameters used in the assessment of bonds. The tool allows the calculation of 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), providing the opportunity to analyze the volatility of debt market instruments and evaluate the change of the bond price due to the change in yield. Key issue parameters can be viewed through the interface. The Calculator also enables the building of simple models of coupon and discount / international bonds to estimate the price or yield quickly according to the given parameters.
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Cbonds is a global fixed income data platform
  • Cbonds is a global data platform on bond market
  • Coverage: more than 170 countries and 250,000 domestic and international bonds
  • Various ways to get data: descriptive data and bond prices - website, xls add-in, mobile app
  • Analytical functionality: bond market screener, Watchlist, market maps and other tools
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