dirty price是current price吗

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dirty price是current price吗？有什么区别呢？

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关键词：CURRENT Price dirty Rice curr current price dirty

thks .and you?

Hi，i hope this is not too late.

Nope, dirty price is not current price.

Dirty price is price that is paid by a buyer of a bond which includes the accrued interest since the bond's last coupon payment date.

For example, if a bond pays semi-annual coupon in March and September, and when the buyer buys the bond from the seller, say in May, the seller is entitled to the accrued interest of two months (March to May), being the seller's 2 months holding period return.The price that the buyer pays to the seller will be the clean price (current price) + the accrued interest of 2 months.

This is only fair because after holding the bonds for 4 months (May to September), the buyer will then receive from the issuer coupon payments of 6 months.

Hope this helps, cheers!

[此贴子已经被作者于2008-5-26 20:54:48编辑过]

thanks ,but what about clean price?

never heard of current price.
there is current yield.

要加上应付利息

Clean price is the dirty price minus the accrured interest.

This is only fair because after holding the bonds for 4 months (May to September), the buyer will then receive from the issuer coupon payments of 6 months.

Hope this helps, cheers!

Is the market price equal to the clean price?

thanks

It is market practice in US to quote bonds on a clean-price basis. When a bond settles the accrued interest is added to the value based on the clean price to reflect the full market value, which is the dirty price.