Municipal Bond Calculator

Model coupon income, price sensitivity, and tax benefits precisely. Review risk metrics quickly and easily. Make smarter municipal bond choices with consistent scenario comparisons.

Calculation Results
Results appear here after submission, above the form, for quick review and exports.
Enter bond details below and submit to view price, yield, duration, and tax-equivalent metrics here.
Municipal Bond Inputs
Par amount used for coupon and maturity redemption.
Annual stated coupon rate.
Quoted clean price, for example 98.5.
Supports fractional years.
Most municipal bonds are semiannual.
Optional for after-tax comparison.
Used to estimate accrued interest.
Commonly 180 for semiannual estimates.
Enter with years to call for YTC and YTW.
Leave blank for non-callable bonds.
Yields are estimated using numerical solving on dirty price.
Duration and convexity use YTM for sensitivity estimates.
Use your broker statement for exact day-count conventions.
Layout auto-adjusts to 3 columns on large screens, 2 on medium, and 1 on mobile.
Reset
Example Data Table

Illustrative sample scenarios for benchmarking. Values are examples only and not investment advice.

Bond Par Coupon Price % Years Payments Fed/State/Local Tax
City Water Rev A $10,000 4.25% 98.50 12 2 32 / 5 / 1
County School GO $25,000 3.90% 101.20 8 2 24 / 4 / 0
Transit Authority Rev $50,000 5.10% 104.75 15 2 35 / 9 / 2
Healthcare District GO $100,000 2.85% 92.30 20 2 37 / 6 / 1
Formula Used
1) Clean and Dirty Price
Clean price = Face Value × (Price % ÷ 100)
Accrued interest = Coupon per payment × (Days since coupon ÷ Days in period)
Dirty price = Clean price + Accrued interest
2) Current Yield
Current yield = Annual coupon income ÷ Bond price
The calculator shows both clean-price and dirty-price current yields.
3) Yield to Maturity (YTM) and Yield to Call (YTC)
The calculator solves the bond pricing equation numerically:
Price = Σ [Cash Flow_t ÷ (1 + y/m)^t]
A bisection method estimates the annual nominal yield that matches the dirty price.
4) Taxable Equivalent Yield
Estimated muni after-tax yield = Muni yield × Muni after-tax factor
Taxable equivalent yield = Muni after-tax yield ÷ Taxable after-tax factor
Factors are built from entered federal, state, and local tax rates plus exemption checkboxes.
5) Duration and Convexity
Macaulay duration weights each cash flow by time.
Modified duration = Macaulay duration ÷ (1 + y/m)
Price sensitivity estimate = -Duration×Δy + 0.5×Convexity×Δy²
How to Use This Calculator
  1. Enter face value, coupon rate, market price percent, and years to maturity.
  2. Select coupon payment frequency. Semiannual is common for municipal bonds.
  3. Enter tax rates and check which taxes the bond is exempt from.
  4. Add days since the last coupon and days in the period to estimate accrued interest.
  5. Optionally add call price and years to call for yield-to-call and yield-to-worst.
  6. Optionally enter a comparable taxable bond yield for after-tax comparison.
  7. Press Calculate Municipal Bond. The results will appear above the form, below the header.
  8. Use the CSV or PDF buttons to export the computed results table.

This tool is designed for planning and comparison. Always confirm official pricing, tax treatment, and call provisions with offering documents and a qualified advisor.

Article

Market Yield Context

Municipal bonds are judged by price, coupon, maturity, yield consistency, and call features for investors. This calculator brings those factors together so users can test a bond’s quoted market level against expected income. Entering par, coupon rate, and price percent reveals whether the bond trades at a premium or discount. That quick classification supports better screening before deeper credit analysis, especially when comparing multiple bonds with different maturities and coupon structures.

Tax-Equivalent Analysis

Tax treatment often drives municipal bond decisions more than headline yield in practice. The calculator estimates federal, state, and local tax effects, then applies exemption choices to show municipal after-tax income and taxable-equivalent yield. This lets investors compare a tax-exempt bond with taxable alternatives on a consistent basis. The comparison field also evaluates an optional taxable bond yield, helping users explain which option appears stronger after estimated taxes before purchase decisions.

Price, Accrued Interest, and Timing

Bond quotes are commonly shown as clean price, but transactions settle using dirty price with accrued interest included. The calculator estimates accrued interest from elapsed coupon days and total period days, then uses the dirty price for yield solving. This improves practical accuracy because investors pay the full settlement amount. Timing inputs also help users test different settlement assumptions and understand why identical coupons can produce slightly different quoted yields in practice.

Risk Metrics for Rate Changes

Yield alone does not describe rate risk or price volatility under stress. The calculator also estimates Macaulay duration, modified duration, and convexity from discounted cash flows, then projects price sensitivity for 50 and 100 basis point moves. These outputs give a useful stress test for portfolio discussions and rebalancing decisions. Users can compare shorter and longer bonds, measure interest-rate exposure, and identify holdings that may react more sharply to changing market conditions today.

Portfolio Planning Use Cases

This tool supports ladder design, income planning, and callable bond evaluation across scenarios. When call price and years to call are entered, it calculates yield to call and yield to worst, which are essential for conservative income analysis. Exportable CSV and PDF results make it easier to document assumptions for reviews or client files. The output remains an estimate, but it provides a disciplined foundation for municipal bond decision-making and communication across teams.

FAQs

1) What is yield to worst in this calculator?

Yield to worst is the lower of yield to maturity and yield to call when call data is entered. It helps investors review a conservative return estimate before purchasing a callable municipal bond.

2) Why does the calculator use dirty price for yield solving?

Actual bond settlements include accrued interest, so dirty price better reflects what the buyer pays. Using dirty price makes YTM and YTC estimates more practical than solving from clean price alone.

3) Does taxable-equivalent yield guarantee a better investment choice?

No. Taxable-equivalent yield is a comparison metric, not a recommendation. Credit quality, call features, liquidity, duration risk, and personal tax rules still matter before making any investment decision.

4) Can I use this tool for non-municipal bonds?

Yes, for general bond math. However, the tax-exemption options and taxable-equivalent output are designed for municipal analysis, so corporate or Treasury comparisons should be interpreted with appropriate tax assumptions.

5) How accurate are duration and convexity estimates?

They are model-based estimates using entered cash flows and solved yield. They are useful for screening and scenario testing, but broker systems may differ because of settlement conventions, call schedules, or day-count methods.

6) What inputs are most important for reliable results?

Market price, coupon rate, maturity, payment frequency, tax rates, and accurate coupon timing are the most important. If the bond is callable, adding call price and years to call improves risk and yield analysis.

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Important Note: All the Calculators listed in this site are for educational purpose only and we do not guarentee the accuracy of results. Please do consult with other sources as well.