Calculate Bond Yield to Maturity (YTM) & Macaulay Duration in Python

import numpy as np
from scipy.optimize import newton

def bond_ytm_and_duration(price, face_val, coupon_rate, years, freq=2):
    periods = int(years * freq)
    coupon = (coupon_rate / freq) * face_val
    times = np.arange(1, periods + 1)
    
    def price_diff(ytm):
        r = ytm / freq
        pv_coupons = np.sum(coupon / ((1 + r) ** times))
        pv_face = face_val / ((1 + r) ** periods)
        return (pv_coupons + pv_face) - price
        
    ytm = newton(price_diff, coupon_rate)
    r = ytm / freq
    cfs = np.array([coupon] * (periods - 1) + [coupon + face_val])
    pv_cfs = cfs / ((1 + r) ** times)
    mac_dur = np.sum((times / freq) * pv_cfs) / price
    mod_dur = mac_dur / (1 + r)
    return {'YTM_Pct': round(ytm * 100, 3), 'Macaulay_Duration_Yrs': round(mac_dur, 2), 'Modified_Duration': round(mod_dur, 2)}