Bond Returns

Yield to maturity, current yield and holding-period return for a fixed-coupon bond, recalculated from US Treasury end-of-day prices.

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Price source
Bond
Settlement
Your purchase
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Yield to maturity—street convention
Current yield—coupon / clean price
Holding-period return—since purchase
HPR annualised—compound, ACT/365

Cash-flow schedule

DateCouponPrincipalCash flowt (periods)Discount factorPV

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