Bond Calculator (Lite)

Guide to the bond calculator Contact your Online consultant on the website questions

Select issue from database

Please choose issue from the database:
Calculating yield by priceCalculating the price by yield
Date:
Price:
Type:
ACI:
at a yield of:
Type:

Issue model

Short-term zero-coupon bonds and notes
Maturity (days)
Current price
Yield to maturity (effective)
Yield to maturity (nominal)

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)
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. Software interface allows viewing key issue parameters and simulating them.
The light version functionality doesn’t require flash-player support, unlike the full version. Calculator-Lite provides calculation of both yield by a given price and price by yield for any date. The list of parameters for calculation includes various types of prices, yields, ACI and duration. 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.