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Bond Calculator

Calculate yield, duration, ACI, convexity, spreads and PVBP
directly in Excel

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Last available Cbonds Estimation quote
% of face value , excl. ACI
at a yield of

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)

Short-term zero-coupon bonds and notes

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