Full versus flat bond price (aka, cash vs. quoted or dirty vs. clean price, FRM T3-23) - vTomb

Full versus flat bond price (aka, cash vs. quoted or dirty vs. clean price, FRM T3-23)

Home
Donate
All
People & Blogs
Entertainment
Music
Gaming
Education
Howto & Style
News & Politics
Science & Technology
Film & Animation
Sports
Comedy
Autos & Vehicles
Nonprofits & Activism
Travel & Events
Pets & Animals

[here is my xls https://trtl.bz/2NLtTRX] The bond's present value (DCF) at any given point in time is called its "full price" (aka, cash, dirty). This full price is discontinuous because coupons pay discontinuously. If we subtract the accrued interest (AI) from the full price, we get the "flat price" (aka, quoted, clean). It is the flat price smoothly "pulls to par." Discuss this video here in our FRM forum: https://trtl.bz/2VqV9J2.

By using our services, you agree to our Privacy Policy.
Powered by Wildsbet.

© 2021 vTomb

By using our services, you agree to our Privacy Policy.
Got it