Bond Duration Calculator
Calculate a bond’s price, Macaulay and modified duration, and DV01 from its face value, coupon rate, yield to maturity, term, and payment frequency — then compare a duration-based price estimate for a yield shock against the exact repriced value, plus a period-by-period discounted cash-flow schedule.
Authorizations
Bearer authentication header of the form Bearer <token>, where <token> is your auth token.
Body
Face Value ($)
0.01 <= x <= 100000000Annual Coupon Rate (%)
0 <= x <= 100Yield to Maturity (%)
0.01 <= x <= 100Years to Maturity
1 <= x <= 100Coupon Payments Per Year
1, 2, 4, 12 Yield Shock (basis points)
1 <= x <= 1000Currency
USD, EUR, GBP, AUD, JPY, CAD Response
Tool output
The tool's slug, echoing the {slug} in the request path.
Output-contract version for this tool.
Credits this call consumed, after any settlement refund. 0 when metering is disabled.
Credits left in the current monthly allowance, or null when metering is disabled.
Correlation id, also sent as x-request-id.