Bond Accrued Interest and Dirty Price Calculator
Add coupon-period accrued interest to an entered clean bond quote using explicit coupon dates.
YOUR CALCULATION
Result
—
Calculation steps
Work through one step at a time or reveal the complete calculation. The steps use your current inputs.
How to calculate
Compute the fraction of the entered coupon interval elapsed, multiply by one coupon payment and add to clean monetary price.
Coupon payment=face×annual coupon/f; accrued=coupon payment×elapsed day count/period day count
Worked example
For face 1000, 6% coupon paid twice yearly, clean quote 98 and January 1 to July 1 coupon dates, April 1 settlement accrues 15 under simple 30E/360; dirty price is 995.
Assumptions and input details
Previous coupon ≤ settlement < next coupon. Actual mode uses the entered coupon interval, not a claimed universal Actual/Actual standard. Simple 30E maps day 31 to 30 for all dates; February is unchanged. It is not 30U/360, 30E/360 ISDA or an ex-coupon convention. No holidays, settlement lag, default or instrument-specific terms are inferred. No live market data or national tax rules are inferred. Enter consistent amounts in one currency unless explicitly stated otherwise.
References: ECB: day-count conventions, table 6
Using this calculator
Can I enter my own problem?
Yes. Replace the example values with your own inputs. The result, calculation steps, tables and applicable diagrams update from those inputs. Blank or invalid values clear the result; example values are never silently substituted for missing inputs.
Are the results exact?
Results use floating-point arithmetic and displayed rounding. Read the formula, assumptions and any stated data precision before interpreting the result.
Is my input uploaded?
The calculation runs in your browser. No account, file upload or external AI service is required. Inputs are not saved between page reloads.
Price a fixed-coupon bond at a coupon date or solve its yield from an entered full price.
Count calendar days between two Gregorian dates, optionally including both endpoints. View the direction, week breakdown and Monday–Friday versus weekend counts.
Add balances in different currencies, including debts. Convert the total and compare a table and currency chart.
Reserved advertising space.