Bond Pricing and Duration

Calculate bond prices, yields, and interest rate sensitivity

$1,000
5.0%
10 years
5.0%
Bond Valuation
Bond Price: $1,000.00
Status: Par
PV of Coupons: $500.00
PV of Face Value: $500.00
Total Bond Price: $1,000.00
Interest Rate Sensitivity
Macaulay Duration: 8.23 years
Modified Duration: 7.84 years
Price Sensitivity: -7.84%
Duration Rule: For every 1% change in YTM, bond price changes by approximately 7.84% in the opposite direction.
Key Insight: When coupon rate < YTM, bond trades at a discount. Duration measures interest rate risk and helps predict price changes.
Price-Yield Curve: How Bond Price Reacts to YTM Changes
PV Breakdown: Coupons vs Face Value