» Obligatiecalculator


This bond calculator helps you estimate whether a fixed-rate bond is trading above or below face value and what yield to maturity the price implies. Enter the bond price, face value, coupon rate, time to maturity, and payment frequency to see present value, coupon cash flows, premium or discount, clean price, dirty price, accrued interest, and the payment schedule.

Deze calculator is bedoeld voor vastrentende obligaties. Er wordt geen rekening gehouden met kredietrisico, belastingen, liquiditeit, call- of put-opties, sinking funds of veranderingen in vraag en aanbod op de markt.

Obligatiecalculator

$$ P = \sum_{t=1}^{N}\frac{C}{(1+r)^t} + \frac{F}{(1+r)^N} $$

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Obligatiewaardecalculator

Voer de afwikkeldatum en vervaldatum in voor een op de dag nauwkeurige waardering. Kies de gezochte variabele en bereken de ontbrekende waarde.

Waarderingstype
%
%
Couponfrequentie
Afwikkeldatum
 D  M  Y
Vervaldatum
 D  M  Y
Dagtelconventie
Resultaat
0.00
Berekende waarde
Clean price0.00
Dirty price0.00
Opgelopen rente0.00
Premie / korting ten opzichte van nominale waarde0.00
Couponbetaling per periode0.00
Totale couponbetalingen0.00
Resterende couponbetalingen0
Volgende coupondatum-
Rendement per periode0.00%

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Obligatiecalculator FAQ

What does yield to maturity mean?
Yield to maturity is the annualized return implied by the bond price if the bond is held until maturity and all scheduled coupon and principal payments are received. It combines coupon income with any gain or loss between the purchase price and face value.

What is the difference between clean price and dirty price?
Clean price is the quoted bond price before accrued interest. Dirty price adds the interest earned since the last coupon date, so it is closer to the cash amount paid at settlement.


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