User Rating 0.0
Total Usage 1 times
Is this tool helpful?

Your feedback helps us improve.

About

Investors utilize zero-coupon bonds to lock in a specific return over a fixed duration without the reinvestment risk associated with periodic coupon payments. Since these bonds are sold at a discount to their face value, the return is generated entirely by capital appreciation. This tool solves for the Yield to Maturity (YTM), effectively converting the discount depth into an annualized percentage rate. Accuracy in this calculation is critical for comparing the implied interest of a zero-coupon instrument against coupon-bearing bonds or other interest-rate sensitive assets.

Understanding the implied rate allows for better duration management in a fixed-income portfolio. By inputting the face value, purchase price, and time to maturity, investors can determine if a bond's market price reflects a competitive yield relative to the current yield curve. This calculation accounts for the compounding effect over the bond's life, distinguishing between nominal gain and the effective annual growth rate.

bond yield zero coupon fixed income ytm calculator discount bond

Formulas

The Yield to Maturity for a zero-coupon bond is calculated by isolating the rate r in the present value formula. Since there are no periodic coupons, the formula simplifies to a geometric growth equation:

YTM = FP1n 1

Where F is the Face Value (Par), P is the Purchase Price, and n is the time to maturity in years. If the maturity is given in days, n is calculated as:

n = Days360 or 365

Reference Data

Maturity PeriodFace Value $Purchase Price $Implied Yield (YTM)Risk Factor
3 Months (T-Bill)1,000987.505.15%Interest Rate Risk (Low)
6 Months1,000975.005.20%Interest Rate Risk (Low)
1 Year1,000950.005.26%Inflation Risk (Med)
5 Years5,0003,900.005.09%Duration Risk (High)
10 Years10,0006,100.005.06%Duration Risk (High)
20 Years10,0003,700.005.08%Volatility (Very High)
30 Years20,0004,500.005.04%Volatility (Extreme)
STRIPS (15Y)1,000480.004.99%Liquidity Risk (Med)

Frequently Asked Questions

Zero-coupon bonds do not pay periodic interest. Instead, they are issued at a deep discount. The difference between the purchase price and the face value at maturity represents the investor's return, effectively functioning as implied interest paid in a lump sum at the end of the term.
There is an inverse relationship between time and price for a given yield. The longer the time to maturity, the deeper the discount required to achieve the same annualized yield. Consequently, long-term zero-coupon bonds are highly sensitive to changes in market interest rates (high duration).
Corporate bonds and US municipal bonds typically use a 30/360 day count. US Treasury bills and bonds usually use Actual/Actual or Actual/360. For general estimation, 365 days is standard, but specific institutional calculations may differ slightly based on the convention.
No. In many jurisdictions (like the US), the "phantom income" or imputed interest accrued annually on a zero-coupon bond is taxable each year, even though no cash is received until maturity. This tool calculates the pre-tax gross yield.