Finance & LoansYTM solved numerically

Bond Yield Calculator

Three different yields answer three different questions. Coupon rate is fixed at issue; current yield reflects what you paid; yield to maturity is the only one that accounts for getting par back at the end.

The Bond

Price is per $100 of face value, the way bonds are normally quoted.

$
%
$
years
YIELD TO MATURITY
Current yield
Coupon rate
Annual coupon payment
Trading at
Premium or discount
Total coupons to maturity

If held to maturity

Total cash received
Total gain over price paid
Capital gain or loss at par
Yield if called in 3 years at par

Three yields, three questions

The coupon rate is fixed at issue and tells you the cash payment as a percentage of face value. Current yield is the annual coupon divided by what you actually paid, so it rises when the price falls. Yield to maturity is the internal rate of return if you hold to maturity and reinvest coupons at the same rate — the only figure that accounts for receiving par back at the end.

Price and yield move in opposite directions

The coupon payment is fixed in dollars. If the price falls, that same payment is a larger percentage of what you paid, so yield rises. This is not a market quirk but arithmetic, and it is why rising interest rates push existing bond prices down: new bonds pay more, so older ones must get cheaper to compete.

Premium, discount and the pull to par

A bond trading above face value is at a premium, below it at a discount. Whatever the price today, it converges on par as maturity approaches, because that is what gets repaid. A discount bond therefore delivers a capital gain in addition to coupons, which is why its yield to maturity exceeds its current yield — and the reverse for a premium bond.

Frequently Asked Questions

What is yield to maturity?
The annualised return if you buy at today's price, hold to maturity and reinvest coupons at the same rate. It accounts for both coupon income and the gain or loss to par.
Why is yield to maturity higher than current yield on a discount bond?
Because you also receive par at maturity, which is more than you paid. That capital gain is included in YTM but not in current yield.
Why do bond prices fall when interest rates rise?
Because the coupon is fixed. When new bonds pay more, older ones must trade cheaper so their yield matches, which means the price drops.
Does YTM assume anything unrealistic?
It assumes every coupon is reinvested at the YTM itself, which rarely holds exactly. It remains the standard comparison measure because the alternative assumptions are no better.
Where these numbers come from

Sources

Official publications only. Links open the original document in a new tab.