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BOND PRICING

Yield to Maturity

The single discount rate that equates a bond's cash flows with its market price.

Formula

P = Σ C/(1+y)^t + F/(1+y)^n

Variables: P price; C coupon cash flow; F face value; y yield per period; n periods

What it means

The single discount rate that equates a bond's cash flows with its market price.

Example

For a 5-year coupon bond, solve y numerically so discounted coupons and principal equal the observed price.

How to interpret it

This concept should be read together with its market convention, measurement horizon and underlying instrument. BondStats presents it as an analytical reference rather than investment advice; instrument documentation and primary market rules remain authoritative.

BondStats reference content is independently written. Mathematical relationships, abbreviations and market conventions are presented for educational and analytical use.