Finance & Irish taxes
Fixed-coupon bond valuation Calculator
Value a plain fixed-coupon bond and measure interest-rate sensitivity. This free fixed-coupon bond valuation calculator shows the calculation and its assumptions so you can compare your own figures.
Your results
Value a plain fixed-coupon bond and measure interest-rate sensitivity.
Calculated outcomes
- Annual Coupon
- €40.00
- Current Yield Percent
- 4.3381%
- Macaulay Duration Years
- 8.2556
Assumptions and estimates
- Plain fixed-coupon bond on a coupon date; maturity rounded to complete coupon periods. No accrued interest, default, call option, tax or dealing spread. Yield is nominal with the selected coupon frequency.
- Method: Discount periodic coupons and redemption using the selected nominal yield; compute weighted maturity.
- On a coupon date; excludes accrued interest, default, calls, dealing costs and tax.
Useful next steps
- Use Compare options to test an alternative side by side.
- Copy, print or download a record of this calculation when you need one.
Reports open your email app addressed to s@s1.ie with the public page address only. Your inputs are never added.
How the fixed-coupon bond valuation calculation works
Discount periodic coupons and redemption using the selected nominal yield; compute weighted maturity.
On a coupon date; excludes accrued interest, default, calls, dealing costs and tax.
Using this calculator
- Enter your own figures in the labelled inputs. Keep the currencies, units and time periods consistent.
- Choose any applicable rate profile, pattern or assumption shown for this tool. Open additional inputs when relevant.
- Review bond price and modified duration years, then read the stated assumptions and eligibility conditions before using the result.
Worked example
This is a static example using illustrative inputs, not facts about you or today’s date. The displayed eligibility selections and assumptions apply only to this example.
See example inputs
- Redemption / face value (€)
- 1000
- Annual coupon rate (%)
- 4
- Required nominal yield (%)
- 5
- Years to maturity
- 10
- Coupons per year
- 2
- Bond Price
- €922.05
- Modified Duration Years
- 8.0542