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04 September, 2024

Yield to Maturity (YTM)

 

Yield to Maturity (YTM) is the total rate of return that will have been earned by a bond when it makes all interest payments and repays the original principal. It accounts for the time value of money and present value of future cash flows. YTM is essentially a bond’s internal rate of return if held to maturity. Calculation the yield to maturity can be a complicated process, and it assumes all coupon or interest payments can be reinvested at the same rate of return as the bond. The length of time it’s held. YTM calculations usually don’t account for taxes paid on a bond.

The formula to calculate the YTM of a discount bond is follows:

 

Where, Face value is the bond’s maturity value or par value

Current Price is the bond’s price today.