Foundational primitive

Bond calculator

Where a yield and a basis-point move become concrete. A deterministic single-bond engine — the same math the curve panels rest on — with US Treasury (ACT/ACT) and India G-Sec (30/360) day-count conventions.

Bond calculator

Price ↔ yield, duration, convexity and DV01 for a single bond.

Convention

Face value

Coupon %

Settlement

Maturity

Solve from

Yield to maturity %

Clean price

100.0000

Dirty price

100.0000

Yield to maturity

6.0000%

Accrued interest

0.0000

Current yield

6.0000%

Macaulay duration

7.6619

Modified duration

7.4387

Convexity

68.7748

DV01 (per 100 face)

0.07439