Talk:Accrued interest

Latest comment: 8 years ago by Swish014 in topic Formula Incorrect

Day count convention edit

I split off Day count convention to its own page. These concepts are used on quite a few of the finance pages, and the discriptions I found here were best. Let me know if anyone wants to keep a copy here, otherwise I'll just delete it at one point, DocendoDiscimus 12:57, 12 September 2005 (UTC)Reply

ACT/ACT - (1) edit

Which year is used for the computation of   when the begin and end of the period are not in the same year? -- 84.167.72.31 23:54, 3 November 2005 (UTC)Reply

Accrue each year separately and then sum them.
--Kamcjim 18:22, 10 May 2006 (UTC)Reply


Fair Value edit

What is the fair value of a bond? Including accrued interest or excluding acccrued interest? —Preceding unsigned comment added by 213.173.163.2 (talk) 15:32, 16 October 2009 (UTC)Reply

Formula Incorrect edit

The formula given on the page is incorrect, at least for Coupon-paying bonds. It should be:

 

where   is the number of days between the last coupon and the transaction settlement date,   is the number of days in the period and   is the coupon amount.

That is taken from: reference cited on the page

Swish014 (talk) 18:12, 23 November 2015 (UTC)Reply