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Dirty Price |
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Dirty price
Dirty Price The price of a coupon bond that includes the present value of all future cash flows. That is, a dirty price is the price of a bond plus the interest that accrues between coupon payments. Therefore, the dirty price of a bond gradually increases between coupon payments, then retreats immediately after a coupon payment. Many European exchanges use the dirty price when quoting bond prices. How to thank TFD for its existence? Tell a friend about us, add a link to this page, add the site to iGoogle, or visit webmaster's page for free fun content. |
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With this course you learn how to set up the cash flows for a bond, which will enable you to calculate the clean price, the dirty price and yield to maturity. |
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