Bond settlement, round-trip P&L attribution, portfolio analytics, and a live US Treasury yield curve. One shared math engine, accuracy to a hundredth of a basis point, and a price that respects the individual analyst.
Every module runs on the same pure-JavaScript bond-math library. Price a bond in the Calculator, trade it in P&L, manage it in Portfolio, benchmark it against the Treasury curve, and convert across currencies on the FX desk · without the number ever drifting between screens.
Enter an ISIN, a price, or a yield. The other side solves instantly. Clean and dirty prices, accrued interest down to the day, modified duration, DV01, and an export-ready settlement ticket.
Total return, attributed. Enter a buy, a sell, two settlement dates · receive the gain split between carry and market move. The repriced-entry method, not a naive cash difference.
A working portfolio, stored in your browser. Add positions by ticker or ISIN. Weighted yield, weighted duration, aggregate DV01, and a maturity ladder. Import and export as JSON.
The US Treasury constant-maturity curve · today, a week ago, a year ago · overlaid and annotated. Plus live charts for the major bond ETFs: TLT, IEF, SHY, LQD, HYG, AGG.
Live G10 spot rates, a quick currency converter, and the full cross-rate matrix in one view. Read row → column · convert any amount in either direction · refresh on demand.
Eleven tenors, from one-month bills to thirty-year bonds. Today, a week ago, a year ago · overlaid and annotated. The inversion is marked where it happens; the spreads are computed below.
A six-percent semi-annual bond, thirty-three-sixty day count, bought on 2 January 2025 at a 5% yield, sold one year later at a 4% yield, on $1,000,000 face. Every fixed-income tool in the world should produce the same three numbers. We produce these:
The test suite runs twenty-plus reference trades on every deploy. If any number drifts, the build does not ship.
Algebraically identical to sale minus purchase plus coupons. Intellectually, an answer to the question the cash P&L never asks: why did I make the money?
For settlement math, round-trip attribution and curve context, I want a scalpel that opens in a browser tab · nothing to install, nothing to learn, answers in seconds.
Clean price, dirty price, accrued interest, yield to maturity, modified duration and DV01 · computed under the conventions each bond was issued with. Reproducible to the counterparty's ticket.
Total return split into Carry and Market-Move using the repriced-entry method. A proper answer to why the trade made money.
Aggregate yield, weighted duration, portfolio DV01, and a maturity ladder. Positions stored locally; export as JSON or CSV.
Eleven tenors with historical overlays and spread summaries. Inversion flagged automatically. 2s10s and 3m10y computed below the chart.
Price and context for TLT, IEF, SHY, LQD, HYG and AGG, alongside the government curve. The fastest read of the bond market.
Opens in any modern browser, with one account working across up to five devices simultaneously. No install, no VPN, no IT ticket.
Every calculation exports to a clean PDF ticket with a unique reference number · for the back office, the audit trail, or your own records.
One subscription, one account, five active sessions. $100 a year or $11.50 a month. No per-seat surcharges.
One account, signed in on up to five devices simultaneously. No tiers, no per-seat surcharges. Cancel anytime.
Annual · $100. That works out to $8.33 per month, with the twelfth effectively free against monthly billing.