Bond Accrued Interest Calculator – Fixed Income Tools – Multi-Tools

Bond Accrued Interest Calculator

Calculate accrued interest on bonds between coupon payment dates. Analyze clean and dirty prices using different day count conventions.

Bond Details
Par value of the bond
Annual coupon rate
Frequency of coupon payments
Method for counting days between dates
Date Selection
Previous coupon payment date
Trade settlement date

Advertisement

How to Use
  1. Enter bond details (face value, coupon rate)
  2. Select payment frequency and day count convention
  3. Input last coupon and settlement dates
  4. Click Calculate to analyze interest
  5. Enter clean price to calculate dirty price

Key Terms:

  • • Clean Price: Bond price excluding accrued interest
  • • Dirty Price: Bond price including accrued interest
  • • Day Count: Method for calculating interest periods
  • • Accrual Period: Fraction of coupon period elapsed

Leave a Comment

Your email address will not be published. Required fields are marked *

Scroll to Top