A clean, trustworthy bond calculator for plain vanilla, zero-coupon, callable/putable, amortizing, and custom exotic cash flows.
Built for education, review, and analysis with exact dates, accrued interest, duration, convexity, DV01, and scenario yields in one place.
Exact dates
Clean / dirty price
Yield to worst
Calculator
Settle on a purchase date, choose a pricing mode, and either generate a regular coupon schedule or switch to a custom dated-cash-flow engine for exotics.
Bond setup
Tip: the regular schedule is editable below. Change any coupon date or amount, or switch to custom cash flows to represent step-ups, amortizers, callable bonds, puts, sinking funds, or any other exact-date structure.
Exact dated cash-flow schedule
Each row can be a coupon, principal, call/put redemption, amortization installment, fee, or any bespoke cash flow.
Date
Amount
Label
Type
Notes
Action
Embedded option scenarios
Add call or put dates and exercise prices to compute scenario yields and a simple yield-to-worst. For fully path-dependent exotics, use custom cash flows directly.
Date
Type
Strike / Price
Notes
Action
Outputs
Key pricing measures, risk metrics, and a price-versus-yield curve around the solved yield.
Dirty price
—
Present value of all future cash flows after settlement.
Clean price
—
Dirty price less accrued interest.
YTM
—
Yield solving against the selected target.
Accrued interest
—
Interest earned since the last coupon date.
Macaulay duration
—
Weighted average time to cash flows.
Modified duration
—
Price sensitivity to a small yield move.
Convexity
—
Second-order price sensitivity.
DV01
—
Approximate price change for a 1 bp move.
Current yield
—
Annual coupon divided by clean price.
YTW / scenario min
—
Lowest scenario yield across maturity, calls, and puts.
Price / yield curve
Around solved YTM
Ready. Build a schedule, enter price or yield, and press Calculate.