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 Tʰ for a given clean price (or prices) recorded as of some earlier settlement date Tˢ and a given repo rate (or rates) r applying for the time period from Tˢ to Tʰ
This calculation proceeds by first calculating the forward clean price(s) of the referenced bond(s) 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