💵fixed income

Bond Price

Price = Σ C/(1+r)^t + FV/(1+r)^n

Price a bond by discounting all coupon payments and the face value at the yield to maturity.

Variables

C=Coupon Payment

Periodic interest payment

r=Yield per Period

YTM divided by payments per year

FV=Face Value

Par value returned at maturity

n=Total Periods

Years times payments per year

Example Calculation

Scenario

A 5-year bond with $1,000 face value, 6% annual coupon, and 8% YTM.

Given Data

C:$60
FV:$1,000
YTM:8%
n:5 years

Calculation

Price = 60/1.08 + 60/1.08^2 + 60/1.08^3 + 60/1.08^4 + 1060/1.08^5 = 920.15

Result

$920.15

Interpretation

The bond trades at a discount because its coupon (6%) is below market yield (8%).

When to Use This Formula

  • Fixed income homework
  • Comparing bonds with different coupons
  • Understanding premium vs discount pricing

Common Mistakes

  • Forgetting to adjust for semi-annual coupons
  • Using the wrong number of periods

Calculate This Formula Instantly

Snap a photo of any problem and get step-by-step solutions.

Download FinanceIQ

FAQs

Common questions about this formula

When its coupon rate exceeds the current market yield, investors pay a premium for the higher payments.

Divide the annual coupon by 2 to get the semi-annual payment, divide YTM by 2 for the period rate, and multiply years by 2 for total periods. This is the standard convention for most corporate and government bonds.

More Formulas