Dirty price: related pages
Accrued interest
The amount of interest accumulated on a bond but not yet paid.
Days convention
An assumption made to simplify the calculation of accrued interest by rounding the number of days in a year or month.
Clean price
The clean price of a bond is the dirty price less the accrued interest.
Coupon
A coupon is a single interest payment on a interest paying security such as a bond.
Copyright Graeme Pietersz © 2005-2019
