clean price การใช้
- The clean price is mostly quoted in the US bond markets.
- Given the quotes, traders tend to think of bonds in terms of their clean prices.
- When bond prices are quoted on a Bloomberg Terminal or Reuters they are quoted using the clean price.
- When bond prices are quoted on a Bloomberg Terminal, Reuters or FactSet they are quoted using the clean price.
- Accrual bond . ) The price excluding accrued interest is known as the " flat " or " clean price ".
- The clean price more closely reflects changes in value due to issuer risk and changes in the structure of interest rates.
- Use of the clean price also serves to differentiate interest income ( based on the coupon rate ) from trading profit and loss.
- When a bond settles the accrued interest is added to the value based on the clean price to reflect the full market value.
- To separate out the effect of the coupon payments, the accrued interest between coupon dates is subtracted from the value determined by the dirty price to arrive at the clean price.
- Clean prices are more stable over time than dirty prices & ndash; when clean prices change, it is for an economic reason, for instance a change in interest rates or in the bond issuer's credit quality.
- Clean prices are more stable over time than dirty prices & ndash; when clean prices change, it is for an economic reason, for instance a change in interest rates or in the bond issuer's credit quality.