![]() If the slight error doesn't match the payments on your bond, we suggest you calculate them on your own using our guidelines but substituting for your inputs.Īnyway, this is what we are using for 'the time between payments' internally to the bond pricing calculator: The only trick is a shortcut due to the day count convention we assume here a round number of days for the various periods which don't exactly match the calendar. If you subtract this from the dirty price you get the clean price.Īccumulated interest on a bond is easy to calculate. Accrued Interest - For convenience, we have explicitly calculated the amount of the market price that is due to accrued interest. ![]() This calculation relies only on the difference between market price and the coupon rate of the bond.
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