If a dirty price is supplied, LUSID does not add accrued interest.
For an InflationLinkedBond, the result additionally depends on the calculation type and whether prices supplied are clean, dirty or ‘half dirty’ (include the inflation ratio but not the accrued interest).
Bond, ComplexBond
Discounting, HullWhite1F
Sum of projected cashflows multiplied by the discount factor.
FxForward
ConstantTimeValueOfMoney
Sum of the two legs with the FGN leg converted to DOM at the market spot rate. More information.
Market price typically supplied by a data vendor, although LUSID can also synthesise a price from other prices, or extrapolate from information such as last traded price or unit cost.
By default, no scale factor is applied. For some instruments, you can scale a price down by specifying a factor:
On a market price loaded into the Quote Store (applies just to that price).
In the instrument economic definition (applies to every price for that instrument).
An explicit scale factor on a price overrides the instrument definition.
Specified in the instrument economic definition. May also be called notional.
Accrued interest calculated by LUSID since the last coupon payment.
Defaults to 1 if not explicitly specified in the instrument economic definition.