UK Gilt Prices, Yields and Calculators

Analysis Tools for UK Gilts

YieldGimp provides tools for conventional and index-linked UK government bonds (gilts), including:

• Calculate Gross and Net Redemption Yields (GRY)
• Monitor your gilt portfolio and measure its aggregate interest-rate risk.
• Calculate modified duration and convexity for individual gilts.
• Compare yield spreads between any two UK gilts.
• Model future inflation scenarios and analyse their effect on index-linked gilts.
• Analyse interest-rate shock scenarios and understand how gilt prices may respond to changing market yields.
• Project future cash flows and compare reinvested returns across different gilts.
• Explore historical UK gilt yield curves and compare market conditions over time.
• Receive email alerts whenever gilt prices or yields pass through limits you choose.