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# of days b/t dates/ # of days in reference period * interest earned in reference period

For example: Suppose that the bond principal is $100, coupon payment dates are 3/1 and 9/1, and the coupon rate is 8%. We wish to calculate the interest earned between 3/1 and 7/3.
•(Actual / Actual) = (124 / 184)*$4 = $2.6957
•(30 / 360) = ((4*30+2)/180)*$4 = $2.7111
•(Actual/360)= (124/180)*4= $2.7556
How did we get these numbers?

1 Answer

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Okay, let's walk through this step-by-step to understand how these interest earned amounts are calculated:

1) There are 2 coupon payment dates: March 1 (3/1) and September 1 (9/1). So the reference period is from 3/1 to 9/1.

2) In this reference period, there are 184 total days (9/1 - 3/1 = 184 days).

3) The coupon rate is 8% and the bond principal is $100. So each semi-annual coupon payment is $4 (0.08 * $100 / 2).

To calculate the interest earned from 3/1 to 7/3:

(Actual / Actual) method:

* There are actually 124 days between 3/1 and 7/3.

* So the interest earned = (124 / 184) * $4 = $2.6957

(30 / 360) method:

* We assume each month has 30 days and there are 360 days in a year.

* From 3/1 to 7/3 is 4 months and 2 days. 4 months * 30 days/month = 120 days. 2 days = 2 days. So 120 + 2 = 122 days.

* 122 / 360 = 0.3389. So the interest earned = 0.3389 * $4 = $2.7111

(Actual/360) method:

* Although there are actually 124 days, we calculate as if each month has 30 days.

* So from 3/1 to 7/3 is 4 months. 4 months * 30 days/month = 120 days.

* 120 / 180 days in 6 months = 0.667

* So the interest earned = 0.667 * $4 = $2.7556

Does this help explain the calculations? Let me know if you have any other questions!

User Mingebag
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