Bond Accrued Interest & Dirty Price Calculator

Calculate the Accrued Interest and Dirty Price of Your Bond Instantly

Understanding how accrued interest and dirty price affect your bond’s market value is key for investors.

Use our Bond Accrued Interest & Dirty Price Calculator to estimate the total price you’ll pay or receive when trading bonds between coupon dates.

Bond Accrued Interest & Dirty Price Calculator

How to Use the Bond Accrued Interest & Dirty Price Calculator

  1. Enter the bond’s clean price, coupon rate, settlement date, and maturity date.
  2.  Select the payment frequency (annual, semi-annual, or quarterly).
  3. The calculator will automatically compute the accrued interest and the dirty price (clean price + accrued interest).

Bond Accrued Interest Formula

The accrued interest represents the interest earned by the seller since the last coupon date but not yet paid.

Formula:

Accrued Interest = Coupon Payment × (Days Since Last Coupon / Days in Coupon Period)

Dirty Price = Clean Price + Accrued Interest

This means the buyer pays both the bond’s market value and the interest accrued since the last payment.

Example Calculation

Suppose you have a bond with:

Face Value: $1,000

Annual Coupon Rate: 5%

Settlement Date: 12-Nov-2025

Last Coupon Date: 15-Aug-2025

Clean Price: $980

The accrued interest would be approximately $12.33, making the dirty price = $992.33.

Frequently Asked Questions (FAQ)

It’s the interest earned from the last coupon payment date up to the settlement date. The buyer compensates the seller for this portion.

Clean price excludes accrued interest, while dirty price includes it. Dirty price reflects the total amount the buyer pays.

Most bonds pay interest semi-annually, but some pay annually or quarterly.

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