Bond Swap Calculator – Fixed Income Tools – Multi-Tools

Bond Swap Calculator

Analyze potential bond swap opportunities and calculate gains from switching between bonds. Compare yields, durations, and evaluate tax implications of bond swaps.

Current Bond

Market Price ($)

Coupon Rate (%)

Years to Maturity

Yield to Maturity (%)

Modified Duration

Original Cost ($)

Proposed Bond

Market Price ($)

Coupon Rate (%)

Years to Maturity

Yield to Maturity (%)

Modified Duration

Transaction Cost (%)

Tax Information

Tax Rate (%)

Intended Holding Period (Years)

Swap Analysis

Yield Analysis

Yield Pickup: 0%

After-tax Yield Pickup: 0%

Break-even Period: 0 months

Net Yield Benefit: 0%

Yield Ratio: 0

Effective Yield Change: 0%

Risk Analysis

Duration Change: 0 years

Price Sensitivity Change: 0%

Risk-Adjusted Return: 0%

Convexity Change: 0

Interest Rate Risk: 0%

Quality Spread: 0 bps

Tax Implications

Capital Loss/Gain: 0$

Tax Savings/Liability: 0$

After-tax Profit: 0$

Income Tax Differential: 0$

Net Tax Benefit: 0$

Tax Efficiency Ratio: 0

Swap Summary

Swap Recommendation

Related Tools

How to Use

Enter current bond details
Input proposed bond information
Specify tax rate and holding period
Add transaction costs
Click Analyze to view results

Note:

Consider transaction costs
Evaluate tax implications
Compare risk metrics