Talk:Accrued interest

This article is rated Start-class on Wikipedia's content assessment scale. It is of interest to the following WikiProjects:

Finance & Investment Mid‑importance This article is within the scope of WikiProject Finance & Investment, a collaborative effort to improve the coverage of articles related to Finance and Investment on Wikipedia. If you would like to participate, please visit the project page, where you can join the discussion and see a list of open tasks.Finance & InvestmentWikipedia:WikiProject Finance & InvestmentTemplate:WikiProject Finance & InvestmentFinance & Investment articles Mid This article has been rated as Mid-importance on the project's importance scale.

To-do list for Accrued interest: edit · history · watch · refresh · Updated 2007-07-02 Here are some tasks awaiting attention: Cleanup : the Day Count Conventions section Merge : with Day Count Convention?

I split off

Which year is used for the computation of ${\displaystyle D_{Y}}$ when the begin and end of the period are not in the same year? -- 84.167.72.31 23:54, 3 November 2005 (UTC)[reply]

Accrue each year separately and then sum them.

--Kamcjim 18:22, 10 May 2006 (UTC)[reply]

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]

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

${\displaystyle I_{A}={\frac {T_{D}}{T_{P}}}\times C_{A}}$

where ${\displaystyle T_{D}}$ is the number of days between the last coupon and the transaction settlement date, ${\displaystyle T_{P}}$ is the number of days in the period and ${\displaystyle C_{A}}$ is the coupon amount.

That is taken from: reference cited on the page

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