Bond Calculator

Price ↔ yield either way, plus the risk numbers a desk actually quotes: duration and DV01 — with the convex price–yield curve drawn live.

Face value

Coupon rate

%/yr

Years to maturity

yrs

Coupon frequency

Solve for

Yield to maturity

%/yr

Price

—

Macaulay duration

—

years

Modified duration

—

% price Δ per 1% yield

DV01

—

price Δ per 1 bp, per bond

Price–yield curve — the convexity you can see

Clean price of a plain-vanilla fixed coupon bond; settlement exactly on a coupon date (no accrued interest).
Yield is a nominal annual rate compounded at the coupon frequency — the market convention for T-bonds.
Duration and DV01 are computed analytically from the discounted cash flows, not approximated.