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by mwestra88
March 27th, 2014, 2:53 pm
Forum: Student Forum
Topic: Bond coupon payments at the valuation date
Replies: 4
Views: 4907

Bond coupon payments at the valuation date

Thanks for commenting! Indeeed the 31st of September does not exist, hehe
by mwestra88
March 26th, 2014, 8:28 am
Forum: Student Forum
Topic: Bond coupon payments at the valuation date
Replies: 4
Views: 4907

Bond coupon payments at the valuation date

<t>Dear all,Suppose I want to value a coupon bearing bond at the 31st of September 2013. Let's assume that a coupon payment is also scheduled at that date. Is there any rule/market consensus on whether the coupon should be regarded as being paid in my valuation? In other words, if I value the bond s...
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