Bond Yield to Maturity

Calculate yield to maturity for bonds.

Bond Yield to Maturity Calculator

Bond Information

Current market price of the bond

Please enter a valid bond price

Par value of the bond at maturity

Please enter a valid face value

Annual coupon rate as percentage of face value

Please enter a valid coupon rate

Time until bond matures

Please enter a valid maturity period

How often coupon payments are made

About Yield to Maturity

YTM is the total return anticipated if the bond is held until maturity.

It considers all coupon payments and capital gain/loss at maturity.

YTM assumes all coupons are reinvested at the same rate.

Yield Analysis

Yield to Maturity

Annualized total return if held to maturity

Yield to Maturity:
Current Yield:
Coupon Rate:
YTM vs Current Yield:
Bond Type:
Price vs Par:

YTM < Coupon Rate (capital loss at maturity) YTM > Coupon Rate (capital gain at maturity) YTM = Coupon Rate (no capital gain/loss)

Total Return Breakdown

Total Coupon Income:
Capital Gain/Loss:
Total Return:
Annualized Return:

Calculation Method

Method: Newton-Raphson iterative approximation

Iterations:

Precision: ±0.0001% (4 decimal places)

Convergence:

Yield Comparison Analysis

Different Yield Measures

Yield to Maturity
Total return if held to maturity
Current Yield
Annual coupon ÷ current price
Coupon Rate
Annual coupon ÷ face value

Market Rate Comparison

Investment Decision:

✅ Attractive yield - above typical market rates

⚠️ Moderate yield - compare with alternatives

❌ Low yield - consider other investments

Understanding Yield to Maturity

What is YTM?

Yield to Maturity (YTM) is the total return anticipated on a bond if held until it matures.

It's the discount rate that makes the present value of all bond payments equal to its current price.

YTM assumes all coupon payments are reinvested at the same rate as the YTM.

YTM vs Other Yields

Current Yield: Only considers annual coupon income

YTM: Includes coupon income + capital gain/loss

Yield to Call: Assumes bond is called before maturity

Discount Bonds

Price < Face Value

YTM > Coupon Rate

YTM > Current Yield

Capital appreciation expected

Par Bonds

Price = Face Value

YTM = Coupon Rate

YTM = Current Yield

No capital gain/loss

Premium Bonds

Price > Face Value

YTM < Coupon Rate

YTM < Current Yield

Capital loss expected

Key Assumptions & Limitations

  • • Assumes bond is held until maturity
  • • Assumes all coupons are reinvested at the YTM rate
  • • Doesn't account for taxes or transaction costs
  • • Assumes no default risk
  • • May not reflect actual returns if assumptions don't hold

YTM Calculation Formula

P = Σ(C/(1+YTM)^t) + F/(1+YTM)^n

Where P = Current Price, C = Coupon Payment, F = Face Value, n = Periods

Solved iteratively using Newton-Raphson method for accuracy

v1.0.0.154154

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