Zero-Coupon Bond Value Calculator

This online calculator is used to calculate the zero-coupon bond price, yield to maturity and spending power at maturity.



Zero Coupon Bond Price = $914.54

Nominal return = $85.46

Yield to maturity = 3.02%

Percent of face value paid = 91.45%

Income taxes paid = $21.36

Spending power at maturity :

Before income taxes = $941.19

After income taxes = $921.08

Formula for Zero Coupon Bond Price :

A zero-coupon bond is a debt security that does not pay interest but instead trades at a deep discount, rendering a profit at maturity, when the bond is redeemed for its full face value.

P = m(1 + r)n


P = Zero-Coupon Bond Price

M = Face value at maturity or face value of bond

r = annual yield or rate

n = years until maturity

Formula for calculating yield to maturuty :

YTM = (M/P)1/n - 1


YTM = yield to maturity

M = maturity value

P = price

n = years until maturity

Zero-Coupon Bond Example  

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