Bond Holding Period Return Scenario
Combine received coupons, coupon reinvestment and entered sale-yield repricing for a bond held through coupon dates.
YOUR CALCULATION
Result
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Calculation steps
Work through one step at a time or reveal the complete calculation. The steps use your current inputs.
How to calculate
Accumulate received coupons to the horizon at the entered reinvestment rate. Price remaining promised payments using the entered sale yield, or repay face if held to maturity.
Horizon wealth=FV of coupons+ex-coupon sale value−exit fee; return=wealth/(price+entry fee)−1
Worked example
Face 1000, annual coupon 5%, one year held on a two-year bond, purchase at 1000 and sale yield 5% give coupon 50 plus ex-coupon sale value 1000, a 5% holding return before fees.
Assumptions and input details
Regular fixed coupons and horizon exactly after a coupon payment. Sale value excludes the coupon just received. At maturity face replaces sale value; final coupon is still counted once. No default, calls, taxes or actual reinvestment availability. Annualization is a hypothetical equivalent and is undefined for a negative fee-adjusted terminal wealth. No live market data or national tax rules are inferred. Enter consistent amounts in one currency unless explicitly stated otherwise.
Using this calculator
Can I enter my own problem?
Yes. Replace the example values with your own inputs. The result, calculation steps, tables and applicable diagrams update from those inputs. Blank or invalid values clear the result; example values are never silently substituted for missing inputs.
Are the results exact?
Results use floating-point arithmetic and displayed rounding. Read the formula, assumptions and any stated data precision before interpreting the result.
Is my input uploaded?
The calculation runs in your browser. No account, file upload or external AI service is required. Inputs are not saved between page reloads.
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