Bond Price Calculator
Bond Price: a planned Super Calculator tool. Covers face value (currency). Stub page: the tool, its formula and a worked example are not published yet.
Bond Price Calculator is a planned calculator in the finance section of Super Calculator, covering fixed income.
What this calculator will compute
Inputs: face value (currency), coupon rate (%), yield (%), maturity date, settlement date, coupon frequency and day count convention.
Outputs: clean price (currency), accrued interest (currency), dirty price (currency) and price as a percentage of par.
Formula, recorded as scope and not yet verified against a primary source: Price equals the sum of discounted coupons plus the discounted redemption value at the yield to maturity, with accrued interest added to give the dirty price. The day count convention, 30/360 for most corporates and actual/actual for most government bonds, changes accrued interest and must be selectable.
Status
This page is a stub. The calculator is not built, no figure on this page has been verified against the authority that sets it, and nothing here should be used to make a decision. The page exists so that the site structure is complete and so that articles can link this concept on first mention.
The stub carries noindex, nofollow and is excluded from the sitemap.