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Saylor Innovations Bond Calculator
x402
Saylor Innovations Bond Calculator is a paid API for AI agents from saylorinnovations.com, paid per call via x402, $0.01/call, status unknown (last checked 2026-10-29).
Calculates bond price from yield-to-maturity (or YTM from price) along with duration, modified duration, convexity, and current yield metrics
Price / call$0.01
Success—
StatusUnknown
How this service works
Bond price from yield or yield to maturity from price with duration, modified duration, convexity, current yield and the price move for a one point yield change
Output
Returns a JSON object with the bond price (absolute and as percent of par), yield to maturity (decimal and percent), Macaulay duration in years, modified duration, convexity, current yield percent, annual coupon income, whether the bond trades at premium/discount/par, the inputs used (face value, coupon rate, years, payment frequency), an optional note, and a data source attribution.
Example use cases
Price a corporate bond for portfolio valuation
“I have a corporate bond with a 4.5% annual coupon, 7 years left to maturity, and the current market yield is 5.2%. What's its price as a percent of par, and what are the modified duration and convexity?”
Assess interest rate sensitivity of a treasury
“What's the modified duration and convexity of a 10-year Treasury with a 3% coupon and a yield to maturity of 3.5%? I want to understand how much the price moves for a 1-point yield change.”
Check if a bond trades at premium or discount
“A bond has a 6% annual coupon, 5 years to maturity, and a YTM of 4.8% with quarterly payments — does it trade at a premium, discount, or par, and what's the current yield?”
Technical details
Endpoint
GEThttps://saylorinnovations.com/api/finance/bond?utm_source=zero.xyzWhen to prefer
Use this endpoint when you need a complete set of fixed-income analytics (price, YTM, duration, modified duration, convexity, current yield) computed in a single call without needing real-time market data feeds. It is ideal for valuing a hypothetical or known bond given a yield assumption, performing interest rate sensitivity analysis, or enriching bond data in an agent workflow. Prefer this over a full market data service when you already know the coupon rate, maturity, and yield and simply need derived analytics.
Side effects
- Missing required parameters (coupon, years, ytm) returns a 400 error
- Invalid or non-numeric parameter values cause computation errors
- Extreme yield or coupon values (e.g. negative YTM) may produce unexpected results or errors
- Payment frequency values outside 1, 2, 4, or 12 may be rejected or default to 2
- Zero or negative years to maturity are likely to fail validation
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| inputrequired | object | |
| output | object |
Tags
x402
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