In finance, the clean price is the price of a bond excluding any interest accrued since bond's issuance and the most recent coupon payment. Comparatively...
3 KB (338 words) - 14:13, 1 July 2023
with the clean price, which is the price of a bond excluding the accrued interest. Dirty Price = Clean Price + Accrued Interest When bond prices are quoted...
6 KB (780 words) - 10:39, 3 February 2024
Bond valuation (redirect from Bond pricing)
The price of a bond which includes this accrued interest is known as the "dirty price" (or "full price" or "all in price" or "Cash price"). The "clean price"...
18 KB (2,483 words) - 08:07, 17 July 2024
( Face value − Clean price ) / Years to maturity Clean price ⋅ 100 % . {\displaystyle {\frac {({\text{Face value}}-{\text{Clean price}})/{\text{Years...
1 KB (154 words) - 17:24, 21 February 2023
nominal value: 100 Clean price × ( 100 − Clean price Maturity in years + Spread ) . {\displaystyle {\frac {100}{\text{Clean price}}}\times \left({\frac...
11 KB (1,451 words) - 03:30, 16 April 2024
Bond (finance) (section Market price)
annual interest payment divided by the current market price of the bond (often the clean price). The yield to maturity (or redemption yield, as it is...
44 KB (6,294 words) - 00:24, 19 October 2024
Callable bond (section Pricing)
embedded. price of callable bond = price of straight bond – price of call option; Price of a callable bond is always lower than the price of a straight...
4 KB (491 words) - 15:51, 6 March 2023
the market today the yields on ten-year maturities increased means the prices of bonds due to mature in ten years fell, and thus the redemption yield...
3 KB (291 words) - 22:59, 28 February 2024
(over par value) and under par (under par value). A bond selling at par is priced at 100% of face value. Par can also refer to a bond's original issue value...
5 KB (646 words) - 18:26, 4 May 2024
Puttable bond (section Pricing)
further detail. Price of puttable bond = Price of straight bond + Price of put option Price of a puttable bond is always higher than the price of a straight...
3 KB (369 words) - 23:21, 21 December 2022