True Dirty Price
Key True Dirty Price in KRD Rep refers to the bond's dirty price Pᴰ relative to its own spot settlement date as implied by the given clean price.
Ideally this would match the price P reported in Implied Dirty Price
But even if the two dirty prices Pᴰ, P are not exactly equal, the effect on the reported KRD values should be very small.
The reason is that each KRD array element Dᵢ is computed by the formula Dᵢ = (Pᵢ⁻ - Pᵢ⁺)/(2ΔP), as described in KRD
Since both the P in the denominator and the Pᵢ⁻, Pᵢ⁺ in the numerator are calculated off the same - effectively - curve YC, any numerical disturbance caused by a "not perfect" curve YC would affect in a similar fashion all P, Pᵢ⁻, Pᵢ⁺
A problem would have arisen if the definition formula involved Pᴰ rather than P in the denominator.