Bond Calculator

Search an investment-grade bond to auto-fill, or enter coupon, maturity and clean price manually — then compute YTM, accrued interest, duration, DV01 and convexity. Reference Treasury & G-spread use the live UST curve.

Bond Inputs

Search Bond (ISIN / name)

Coupon (%)

Maturity Date

Settlement Date

Workout

Workout Date

Clean Price

Yield to Worst (%)

G-Spread (bps)

Z-Spread (bps)

Key Metrics

YIELDS

YTM

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YTW

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YTC

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Yield to Avg Life

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Avg Life (yrs)

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Current Yield

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Annual (XIRR)

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RISK

Mod. Duration

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Mac. Duration

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Convexity

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DV01 /1MM

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PRICING & REFERENCE

Dirty Price

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Accrued Int.

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Ref Treasury

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