Boneyard Tools

Bond Yield Calculator

Work out what a bond really pays. Enter the face value, market price, coupon rate and years to maturity to see the annual coupon, the current yield and an approximate yield to maturity.

How to calculate bond yield

  1. Enter the bond's face value and its current market price.
  2. Enter the annual coupon rate and the years remaining to maturity.
  3. Read the annual coupon, current yield and approximate yield to maturity.

Examples

1000 face, 950 price, 5% coupon, 10 years

face 1000, price 950, coupon 5%, 10 years
Coupon 50, current yield 5.26%, approx YTM 5.64%

Frequently asked questions

What is current yield?

Current yield is the annual coupon payment divided by the bond's market price, shown as a percent. It measures the income return at today's price but ignores any gain or loss if you hold to maturity.

What is yield to maturity?

Yield to maturity is the total annual return if you buy a bond at its current price and hold it until it matures, counting both coupon income and the gain or loss versus face value.

How is the approximate YTM calculated?

Approximate YTM is the annual coupon plus the annualized gain or loss to maturity, divided by the average of face value and price. It is a quick estimate that avoids solving the exact yield equation.

Why is the current yield higher than the coupon on a discount bond?

When a bond trades below face value, the same coupon is measured against a smaller price, so the current yield rises above the coupon rate. A premium bond, priced above face, has the opposite effect.

How accurate is the approximate yield to maturity?

The approximation is close for bonds trading near par and shortens calculation time, but it is not the exact internal rate of return. For precise pricing, a full yield-to-maturity solve is needed.

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