Fwd Dirty Price

Function Fwd Dirty Price within Bond with keys Bond Fwd Dirty Price keysreturns the forward dirty price of the referenced bond at a given future horizon date Tʰ for a given clean price recorded as of some earlier settlement date Tˢ and a given repo rate r applying for the time period from Tˢ to Tʰ
Several values may be also returned here in the form of a 1D-array
This calculation proceeds by first calculating the forward clean price of the referenced bond at a given future horizon date Tʰ by using the function Fwd Clean Price
Then the price is converted to the corresponding dirty price by means of the function Dirty Price