Tool 0231 models
Bond pricing,
past clean-and-dirty,
with the curve included.
Pick a model, enter the bond, paste a curve when the math needs one. 31 models cover plain vanilla, risk metrics, curve spreads, callables, floaters, linkers, and Treasury futures basis. Every quote is reproducible from the URL.
Read the guide →Active modelYTM solver· Plain vanilla
- 01$
- 02pct/yr
- 03
- 04
- 05
- 06
- 07per 100
4.1844
- 01Cleanper 10098.5000
- 02Dirtyper 10098.5000
- 03Accruedper 1000.000000
- 04YTMpct/yr4.1844
X:
| TTM ↓ / Δy bp → | -100 | -50 | -25 | 0 | +25 | +50 | +100 |
|---|---|---|---|---|---|---|---|
| 5.01y | 4.337 | 4.337 | 4.337 | 4.337 | 4.337 | 4.337 | 4.337 |
| 8.01y | 4.223 | 4.223 | 4.223 | 4.223 | 4.223 | 4.223 | 4.223 |
| 10.01y | 4.184 | 4.184 | 4.184 | 4.184 | 4.184 | 4.184 | 4.184 |
| 12.01y | 4.160 | 4.160 | 4.160 | 4.160 | 4.160 | 4.160 | 4.160 |
| 15.01y | 4.135 | 4.135 | 4.135 | 4.135 | 4.135 | 4.135 | 4.135 |
YTM solver
Plain vanillaInverts the PV-of-cashflows function for the constant yield that prices the bond. Newton-Raphson with bisection fallback. Compounding matches the input frequency.
Reference · Standard street YTM convention·id · ytm-solver·
Colophon
All pricing runs client-side from typed kernels, with no network call per quote. Every input mutates the URL, so a bond setup is shareable and reproducible. Curve inputs are pasted as text — no data feed, no API — which keeps the tool honest about where the inputs come from.