I'm trying to get the basics of bonds by going from yield to price (and vice-versa hopefully). What I want to do is from publicly available source go from the treasury bond yield to the price. So for example using MarketWatch I see:
So I assume the remaining coupons are paid 4 and paid at the end of April and October and calculate the present value of the cashflows using:
From what I obtain a table like this:
Now if I sum all the values I find that the price is 99.89, not really close to the 99 8/32 (99.25) shown by marketwatch. I have tried also changing the conventions to 365 and yearly compounding, but doesn't improve much. I've also tried to account for the accrued interest (0.205) and substract it to see if it matches the clean price, but also doesn't work (result is 99.68).
Could you please help me understand what I'm doing wrong here?