Bond

Bond YTM Calculator

Estimate annualized yield to maturity from price, coupons, and term.

Inputs

Adjust the assumptions below.

Results

A clear summary of your calculation.

Enter values and press Calculate to see an explanation.

INTERPRETATION

What does this mean?

YTM is the discount rate that equates future bond payments with its price, assuming payments occur and it is held to maturity. Discount bonds usually have a higher YTM than coupon rate; premium bonds usually lower.

Read the learning guide

FORMULA

Formula

Bond price equals the present value of all coupons and principal discounted at the yield to maturity.

WORKED EXAMPLE

Example

  1. Enter 1,000 face value, 950 market price, and a 5% coupon rate.
  2. Set five years to maturity with semiannual coupons.
  3. YTM is about 6.18%. Because price is below face value, this is a discount bond and YTM exceeds the coupon rate.

Frequently asked questions

How does YTM differ from current yield?

Current yield is annual coupon divided by price. YTM also includes principal at maturity and time value.

Is YTM a guaranteed return?

No. It assumes scheduled payments and holding to maturity, excluding default, taxes, fees, and reinvestment differences.

Why is discount-bond YTM higher?

Besides coupons, holding to maturity returns face value above the purchase price.

Related calculators

What is yield to maturity?Yield to maturity is the annualized rate making scheduled cash flows' present value equal the market price.