Latest Tools on MiniWebTool

Compute Macaulay duration, modified duration, DV01, and PV half-life for any coupon bond. See duration as a balance-point of present-value cash flows, predict the price change for a custom yield shock, and walk through every formula step.

Calculate the beta coefficient of a stock from periodic returns, raw prices, or summary statistics. See alpha, R-squared, systematic vs unsystematic risk, and the CAPM expected return.

Calculate the inflation-adjusted principal, growing coupon payments, real yield, and deflation-floor protection for US Treasury Inflation-Protected Securities (TIPS). See how every coupon ratchets with CPI and how the principal escalator compares against an ordinary fixed-rate Treasury.

Compute implied forward rates from a spot rate term structure. Paste any yield curve and get the full forward rate matrix, the 1-period forward curve overlaid on the spot curve, an automatic curve-shape diagnosis (normal / inverted / flat / humped), and a no-arbitrage walkthrough that explains why every forward rate is mathematically locked in.

Mortgage Recast Calculator