Fwd Dirty Price


Function Fwd Dirty Price within
Bond with keys Bond Fwd Dirty Price keys returns the forward dirty price(s) of the referenced bond(s) at a given future horizon date for a given clean price (or prices) recorded as of some earlier settlement date and a given repo rate (or rates) r applying for the time period from to
This calculation proceeds by first calculating the forward
clean price(s) of the referenced bond(s) at a given future horizon date by using the function Fwd Clean Price
Then the price is converted to the corresponding dirty price by means of the function
Dirty Price