Finance

Bond YTM Calculator

Calculate yield to maturity — the total return if you hold a bond until it matures.

Approximation:
YTM ≈ [C + (F−P)/n] / [(F+P)/2]
Exact YTM solved iteratively: Price = Σ[C/(1+y)^t] + F/(1+y)^n

Yield to Maturity Explained

YTM is the discount rate that makes the present value of all future cash flows (coupons + face value) equal to the current market price. It assumes all coupons are reinvested at the YTM rate.

Approximate vs Exact YTM

The approximation formula is quick and usually within 10-20 bps of the exact value. For precise calculations, we use Newton's method to iteratively solve for the exact YTM.