Talk:Accrued interest

Day count convention
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)

ACT/ACT - (1)
Which year is used for the computation of $$D_Y$$ when the begin and end of the period are not in the same year? -- 84.167.72.31 23:54, 3 November 2005 (UTC)


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

Fair Value
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)

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

$$I_A = \frac{T_D}{T_P} \times C_A$$

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

That is taken from: reference cited on the page

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