Interactive fixed income calculator — pricing, duration, convexity, and scenario analysis.
A standalone HTML/JS tool implementing core fixed income analytics from the CFA Level 1 curriculum. No server, no dependencies — open the file in any browser.
Prices a fixed-rate bullet bond via DCF and computes all standard risk measures in real time as you move the sliders:
| Metric | Description |
|---|---|
| Bond Price | DCF: PV of coupons + PV of face value, discounted at all-in yield (risk-free + credit spread) |
| Macaulay Duration | Weighted average timing of cash flows (years) |
| Modified Duration | Price sensitivity to a 1% yield change: ΔP/P ≈ −ModDur × Δy |
| Convexity | Second-order curvature of the P/Y relationship |
| DV01 | Dollar value of a 1 basis point move |
| Credit Spread | Explicit separation of risk-free rate and credit premium |
- Interactive sliders — coupon rate, maturity (1–30Y), risk-free rate, credit spread (0–500 bps), yield shock
- At Par / At Premium / At Discount badge with pull-to-par insight
- Scenario analysis table — ±300 bps shocks, estimated price (duration + convexity) vs. actual full DCF price
- US Treasury yield curve — indicative reference curve with your bond positioned on it (hover for tooltips)
- Credit spread decomposition — displays risk-free ref, spread, and all-in yield below the chart
- Methodology accordion — all 6 formulas displayed inline, editable in the browser
- Annual / semi-annual coupon frequency selector
- No install, no server — single
.htmlfile
open bond-analytics-tool.html
Or double-click the file. Works in any modern browser.
Pure HTML · CSS · Vanilla JavaScript — zero dependencies, zero build step.
Based on CFA Level 1 Fixed Income (Chapters 42–46) and Fabozzi, Fixed Income Mathematics (4th ed.).
Educational purpose only — not financial advice.