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Accrued Interest in CVA DVA

I'm implementing the CVA/DVA for some derivatives, which follows a Hull-White model (one factor). Once I have calibrated the model and I get the results with the simulation, a quite interesting ...
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Dirty price of US T bill

I need to calculate the dirty price of a US T bond given the below details: Assume the coupons on a U.S. Treasury bond are paid on January 1st and July 1st. The bond has a par of $1,000 and pays a ...