Bond Valuation and Risk Calculator v3

📁 Drop CSV file here or click

Format: Term, Interest rate

… or use the sample dataset below ↓

Sample data EUR zero-coupon curve as of 30 Oct 2026 (continuous)

ℹ️ Notes on CSV import (storage location & format)

Storage location: The CSV file must be saved locally on your computer (or on a drive/USB stick connected to it). Clicking or dropping always opens your own computer – the calculator cannot access files on a website or server directly. Please download online files first.
Privacy: The file is processed only in your browser and is not uploaded.
Structure: one row per grid point: Term,Rate, term in years (e.g. 0.25, 1, 10). A header row Term,Rate is allowed.
Order arbitrary, sorted by term. At least 2 grid points, preferably 6–10.
Delimiter: comma ,, semicolon ; or tab. Decimal separator: point; with semicolon delimiter a decimal comma is also accepted (European Excel export).
Interest rates in percent (e.g. 2.85 for 2.85 %). The calculator discounts continuously with DF = e^−r·t; therefore zero-coupon rates (continuous) fit best. Yields of coupon bonds (par yields) lead to slightly different values.
Encoding: UTF-8 recommended.

Spread adjustment (basis points)

Base rate (%)

Curve shape

Spread adjustment (basis points)

📊 Drop historical interest rate data (CSV) here or click

Format: Date, 3M, 6M, 1Y, 2Y, 3Y, 5Y, 7Y, 10Y

At least 250 days required

… or use the sample datasets below ↓

Sample data 251 days, 14 Nov 2025 – 30 Oct 2026

ℹ️ Notes on CSV import (storage location & format)

Storage location: The CSV file must be saved locally on your computer (or on a drive/USB stick connected to it). Clicking or dropping always opens your own computer – the calculator cannot access files on a website or server directly. Please download online files first.
Privacy: The file is processed only in your browser and is not uploaded.
Header row: first column Date, then the maturities with unit, e.g. Date,3M,6M,1Y,2Y,3Y,5Y,7Y,10Y (M = months, Y = years).
Data rows: one trading day per row, chronologically ascending (oldest row first), date e.g. 2026-10-30. The last row is used as the current yield curve.
Length: at least 250 complete rows (all maturities filled); incomplete rows are skipped.
Delimiter: comma ,, semicolon ; or tab. Decimal separator: point; with semicolon delimiter a decimal comma is also accepted (European Excel export).
Interest rates in percent (e.g. 2.85 for 2.85 %). The calculator discounts continuously with DF = e^−r·t; therefore zero-coupon rates (continuous) fit best. Yields of coupon bonds (par yields) lead to slightly different values.
Encoding: UTF-8 recommended.

💰 Bond Valuation and Risk Calculator v3