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BOND PRICING

Dirty Price Settlement

Uses clean price plus accrued interest to determine full bond settlement price.

Market use

The exact accrued-interest calculation follows the bond's day-count and coupon conventions.

What it means

Uses clean price plus accrued interest to determine full bond settlement price.

Example

A quoted 99.50 clean price can settle above 99.50 between coupon dates.

How to interpret it

This concept should be read together with its market convention, measurement horizon and underlying instrument. BondStats presents it as an analytical reference rather than investment advice; instrument documentation and primary market rules remain authoritative.

BondStats reference content is independently written. Mathematical relationships, abbreviations and market conventions are presented for educational and analytical use.