Bond Yield Calculator

Current yield and yield-to-maturity (YTM) for a fixed-coupon bond, solved numerically via Newton-Raphson.

Inputs

The principal repaid at maturity. Most US corporates quote $1,000 par; some munis use $5,000.

The bond's stated coupon as a % of face. Total annual coupon = face × rate.

What you pay today (clean price, ignoring accrued interest). Below face = "discount", above = "premium".

US Treasuries and most US corporates pay coupons semi-annually. Frequency affects YTM by changing the discounting periods.

Result

Yield to maturity (YTM)
5.662%
Bond-equivalent yield (annualized at 2× coupon frequency).
  • Current yield (annual coupon / price)Simpler measure — ignores capital gain/loss at maturity.5.263%
  • Annual coupon ($)$50 (2× $25)
  • Face value$1,000
  • Current price$950
  • StatusDISCOUNT bond — YTM > coupon rate. You paid below par so the capital gain at maturity boosts total yield above the stated coupon.
  • Capital gain/loss at maturity$50 (gain)
  • Periods to maturity20.00 (10 yr × 2/yr)
  • Per-period yield used2.8308%

Step-by-step

  1. Current yield = annual coupon / price = $50 / $950 = 5.263%.
  2. YTM solves: P = C · ((1 − (1+y)^−n)/y) + F · (1+y)^−n, where C = $25 per period, n = 20.00 periods, F = $1,000.
  3. Numerical solution via Newton-Raphson seeded with the standard textbook approximation (C + (F−P)/n) / ((F+P)/2); converges in <20 iterations for any well-behaved bond.
  4. Bond-equivalent yield: y_periodic × 2 = 5.662%.

How to use this calculator

  • Enter face value ($1,000 for most US corporates; $100 par convention is sometimes used for Treasuries).
  • Enter the annual coupon rate as a percent (a "5% coupon" bond on $1,000 face pays $50/yr total).
  • Enter the current market price you can buy at (clean price, not dirty).
  • Enter years remaining to maturity.
  • Set coupon frequency — semi-annual is the US default.

About this calculator

Two yield numbers fixed-income investors use, and they are NOT the same: **current yield** (annual coupon ÷ today's price — quick, ignores maturity) and **yield-to-maturity** (the true internal rate of return assuming you hold the bond to maturity and reinvest coupons at the same rate — the comparable rate against any other investment). When the price is below par (a "discount" bond), YTM is above the coupon rate; when it is above par (a "premium" bond), YTM is below the coupon. YTM is solved numerically because the pricing equation cannot be inverted analytically. This calculator uses Newton-Raphson, the standard textbook method. Semi-annual coupon frequency is the US bond-equivalent-yield (BEY) convention used by the Treasury Department and the major bond indices (Bloomberg US Aggregate, ICE BofA).

Frequently asked

Current yield = annual coupon ÷ price. It is a snapshot. YTM is the full internal rate of return assuming you hold to maturity and reinvest coupons at the same rate. For a bond bought at par, both equal the coupon rate; for discount/premium bonds, they diverge. YTM is the apples-to-apples comparison rate; current yield is the back-of-envelope.

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