Quick Answer

ODDFPRICE Function

Calculates the price of a security with an odd first coupon period.

✓ Excel✓ Google SheetsExcel All versions

Syntax

ODDFPRICE
(settlement, maturity, issue, first_coupon, rate, yld, redemption, frequency, [basis])

Parameters

ParameterDescriptionRequired
settlementDate the security is purchased.Required
maturityDate the security expires.Required
issueDate the security was issued.Required
first_couponDate of the first coupon payment.Required
rateAnnual coupon rate.Required
yldAnnual yield to maturity.Required
redemptionRedemption value per $100 face value.Required
frequencyNumber of coupon payments per year (1, 2, or 4).Required
basisDay-count convention (0 = US 30/360, default).Optional

Basic Example

Price of a bond with an odd first coupon period

=ODDFPRICE(DATE(2024,4,1), DATE(2034,4,1), DATE(2024,1,1), DATE(2024,7,1), 0.05, 0.06, 100, 2)
ResultPrice per $100 face value

Calculates the price of a bond issued January 1, 2024 with a first coupon on July 1, 2024.

Advanced Examples

Example 1: With actual/actual basis

Treasury bond

Use basis 1 for actual/actual

=ODDFPRICE(DATE(2024,4,1), DATE(2034,4,1), DATE(2024,1,1), DATE(2024,7,1), 0.05, 0.06, 100, 2, 1)
Result: Price using actual/actual
Basis 1 is common for Treasury bonds.

How ODDFPRICE Works

ODDFPRICE handles bonds where the first coupon period is longer or shorter than a standard coupon period. It adjusts the price to account for the irregular accrual period.

1
Enter settlement
Type the settlement
2
Enter maturity
Type the maturity
3
Enter issue
Type the issue
4
Enter first_coupon
Type the first_coupon
5
Calculate
Press Enter to get the result.

Important Notes & Limitations

  • All dates must be valid Excel dates.

  • The first coupon date must be after the issue date but before maturity.

  • Settlement must be before maturity.

Common Errors & Fixes

#NUM! errorInvalid dates or rates.

Fix: Verify the date order and that all inputs are valid.

#VALUE! errorDates are not recognized.

Fix: Use DATE function or valid date serial numbers.

Download Practice File

Practice ODDFPRICE with Real Data

Download a sample CSV file with pre-populated data and practice exercises for the ODDFPRICE function. Works in both Excel and Google Sheets.

Works in Google SheetsCompatible with ExcelIncludes exercises

File format: CSV (comma-separated values) - opens in Excel, Google Sheets, and all spreadsheet apps

Frequently Asked Questions

What is an odd first coupon period?
It is a first coupon period that is not a standard length because the bond was issued on an off-cycle date.
When is ODDFPRICE used?
It is used for new bond issues that settle between coupon dates.