Bond yield if you hold reach maturity
Find fixed-coupon bond yield from di price on coupon date.
Your numbers
Di nominal yearly yield
Estimate for learning with your assumptions; no live rates, tax rules or investment recommendations. Returns fit dey negative and no get guarantee. E use equal coupon periods and settlement on coupon date; default and accrued interest no join.
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Formula
Solve P = Σ C/(1+y/m)^k + F/(1+y/m)^N for y. P na market price, F na face value, C na each coupon payment, m na payments per year, and N na total coupon periods. y na nominal yearly yield fraction.
Find fixed-coupon bond yield from di price on coupon date.
Example wey show the calculation
- Di face value
- 1000
- Yearly coupon rate (%)
- 5
- Full years before maturity
- 5
- Coupon payments for each year
- 2
- Di market price
- 1000
- Di nominal yearly yield
- 5 %
Where e fit work and limits
Estimate for learning with your assumptions; no live rates, tax rules or investment recommendations. Returns fit dey negative and no get guarantee. E use equal coupon periods and settlement on coupon date; default and accrued interest no join.
We check inputs for missing values and allowed ranges. Result wey pass the finite numeric range no go show. Rounding affect wetin display, while calculation use the model numeric precision.
Check your units and assumptions before you rely on result. Changing label no convert currency or physical unit.
Version of di formula: fad3afa36633 · Example don get check: