Yield-to-maturity, Macaulay & modified duration, and convexity for a fixed-coupon bond
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Computed in your browser from the same formulas the full app uses — it is not saved and does not factor in every detail (taxes, exact compounding dates, fees) the way a saved scenario does. Sign in to save, share, or view history →
The calculator applies the standard formula for this calculation to the values you enter and returns the result instantly.
Yield-to-maturity, Macaulay & modified duration, and convexity for a fixed-coupon bond
You will need: Face Value, Coupon Rate (% p.a.), Coupon Frequency, Current Market Price, Years to Maturity.
It shows Yield to Maturity (%), Macaulay Duration (years), Modified Duration, Convexity, Convexity Note, computed instantly from the values you enter.
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