Bond Accrued Interest Calculator
Use the Bond Accrued Interest Calculator with your own values for Day-count convention, Face value, Annual coupon rate, Clean price, Last coupon date, Trade / settlement date, Next coupon date, and Payments per year. It reports Accrued days, Coupon-period days, Accrued interest, and Dirty price, shows the formula and worked example, and does not fetch live market or account data.
How to use this calculator
Enter Day-count convention, Face value, Annual coupon rate, Clean price, Last coupon date, Trade / settlement date, Next coupon date, and Payments per year.
Review the model boundary before calculating: The selected day-count convention and governing market rules control the accrued-interest result.
Read Accrued days, Coupon-period days, Accrued interest, and Dirty price, then compare the result with the cited source and governing product terms.
Formula
Formula used: AI = FV × c × DCF; DCF_SSE = d_[start,trade] − d_Feb29 / 365; P_dirty = P_clean + AI. Percentages are converted to decimals before calculation.
Worked example
Example: with Face value = 100, Annual coupon rate = 8%, Clean price = 103.45, Last coupon date = 2022-01-01, and Trade / settlement date = 2022-03-05, the calculated Dirty price is 104.85273973.
Assumptions and limits
- The selected day-count convention and governing market rules control the accrued-interest result.
- Settlement must fall within the entered coupon period for a valid accrual.
- Recheck dated source rules, product documents, and market conventions before relying on the result.
Sources
- Shanghai Stock Exchange: 上海证券交易所债券净价交易投资者问答Exchange-market clean price, dirty price, and accrued-interest conventions. Reviewed 2026-08-24.
- Financial Industry Regulatory Authority: Accrued Interest CalculatorOfficial formula or method source used by this calculator. Reviewed 2026-08-24.
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Verification
How this calculator is checked
Trust comes from reproducible evidence, not model confidence. You can inspect the formula, assumptions, worked example, and cited sources on this page.
- Versioned calculationFormula logic is kept separate from the interface and covered by automated registry and behavior checks.
- Cited evidenceSources linked for independent checking: 2.
- Transparent AI useAI may assist drafting or adversarial review. Agreement between models is not proof, and no human expert review is claimed unless a named reviewer is shown.
Risk-sensitive calculator. No human domain-expert review is recorded for this page. Treat the result as an educational estimate, not as medical, financial, tax, legal, electrical, engineering, or safety approval.
Frequently asked questions
How does the Bond Accrued Interest Calculator work?
Formula used: AI = FV × c × DCF; DCF_SSE = d_[start,trade] − d_Feb29 / 365; P_dirty = P_clean + AI. Percentages are converted to decimals before calculation.
What should I enter in the Bond Accrued Interest Calculator?
Enter Day-count convention, Face value, Annual coupon rate, Clean price, Last coupon date, Trade / settlement date, Next coupon date, and Payments per year using one consistent currency and time basis.
What should I verify before using the Bond Accrued Interest Calculator result?
Verify these limits: The selected day-count convention and governing market rules control the accrued-interest result. Settlement must fall within the entered coupon period for a valid accrual.
Last updated 2026-08-25 · sse-actual-period-us-30-360-v1 · content-2026-08-24 · Published by YunFanLabs