Maturity and gross interest use one scenario: interest is maturity minus the initial principal. Money values display independently rounded to cents; a sub-cent principal from reverse solving can cause a one-cent display difference. APY already includes compounding, so 10,000 at 4.5 % APY over 365 days matures at 10,450.
Nominal rates are divided between the chosen periods: the same 4.5 % reaches 10,460.25 compounded daily and 10,459.40 monthly over that year. The opening date determines actual days, including leap days. A term ending on a missing month-day ends on that month's last day.
For nominal-rate input, the extra annualized yield is 100 × ((maturity/principal)^(365/term days) − 1), using this same maturity and calendar convention. It is unavailable with zero principal; entered APY is never relabelled as a newly derived yield. Daily nominal compounding uses actual days, while longer periods use months/12.
Reverse-solved fractional months interpolate within the calendar month. Values exclude tax and early-withdrawal penalties; bank-specific interest rounding and 366-day conventions can differ.