Bond Calculator

Bond Basics

Premium: Price > Face Value (coupon > market rate)
Discount: Price < Face Value (coupon < market rate)
At Par: Price = Face Value (coupon = market rate)

Bond Ratings

AAA/AaaHighest quality
AA/AaHigh quality
AUpper medium
BBB/BaaInvestment grade
BB-BHigh yield/junk

Understanding Bonds

What is a Bond?

A bond is a fixed-income investment where you lend money to an entity (government or corporation) for a defined period at a fixed interest rate. Bonds pay regular interest (coupon) payments and return the face value at maturity.

Bond Price Formula

P = C × [1 - (1+r)^-n] / r + F / (1+r)^n
P = price, C = coupon payment, r = yield per period, n = periods, F = face value

Bond Pricing Concepts

Premium

Price > Face Value. Occurs when coupon rate exceeds market rate.

At Par

Price = Face Value. Coupon rate equals market rate.

Discount

Price < Face Value. Occurs when coupon rate is below market rate.

Types of Yield

Yield TypeFormulaDescription
Coupon YieldCoupon / Face ValueStated interest rate on the bond
Current YieldAnnual Coupon / Market PriceIncome relative to current price
Yield to MaturityIRR of all cash flowsTotal return if held to maturity

Interest Rate Risk

Key Relationship: Bond prices and interest rates move inversely.

  • When rates rise → bond prices fall
  • When rates fall → bond prices rise
  • Longer maturities = more price sensitivity
  • Lower coupons = more price sensitivity

Types of Bonds

Government Bonds

  • Treasury bills (T-bills): <1 year
  • Treasury notes: 2-10 years
  • Treasury bonds: 20-30 years
  • Municipal bonds: state/local

Corporate Bonds

  • Investment grade: BBB/Baa or higher
  • High yield: Below BBB/Baa
  • Convertible: Can convert to stock
  • Callable: Issuer can redeem early

Bond Investment Tips

  • Diversify across maturities (bond ladder strategy)
  • Consider tax implications (municipal vs. corporate)
  • Match bond maturities to when you need funds
  • Higher yield usually means higher risk
  • Consider bond funds for easy diversification

Frequently Asked Questions

What is yield to maturity (YTM)?

Yield to maturity is the total return you'll receive if you hold a bond until it matures, expressed as an annual rate. It accounts for the bond's current price, face value, coupon payments, and time to maturity. YTM is considered the most accurate measure of a bond's return because it includes both interest income and any capital gain or loss from buying at a premium or discount.

Why do bond prices fall when interest rates rise?

Bond prices and interest rates have an inverse relationship. When new bonds are issued at higher rates, existing bonds with lower coupon rates become less attractive, so their prices drop to offer competitive yields. Conversely, when rates fall, existing bonds with higher coupons become more valuable. This is called interest rate risk, and it affects longer-term bonds more than shorter-term ones.

What is the difference between current yield and coupon yield?

Coupon yield is the annual interest rate stated on the bond (coupon payment divided by face value), which stays constant. Current yield is the annual interest divided by the current market price, which fluctuates. If you buy a bond at par, they're equal. If you buy at a discount, current yield is higher than coupon yield; at a premium, it's lower.

Are bonds a safe investment?

Bonds are generally considered safer than stocks but carry several risks: interest rate risk (prices fall when rates rise), credit risk (issuer may default), and inflation risk (returns may not keep pace with inflation). Government bonds are safest, while high-yield 'junk' bonds carry significant default risk. Bond safety also depends on holding period - short-term volatility exists even for safe bonds.