ODDFPRICE Function (LibreOffice Calc)

• Introduced: First release not established; documented in the retained LibreOffice 26.8 Help and 26.8.1.1 registry.
• Availability: Registered in 26.8.1.1; registration does not establish a working calculation. The named helper limitation is explicit.
• Scope: English desktop Calc documentation. Historical working support and a final working release are unknown; this is not a retirement claim.
• Checked: October 14, 2026. Saved Help, registry and helper source were inspected. No native execution was performed, and the current worksheet wrapper was not verified.

The documented purpose is to determine a bond’s price per 100 units of face value when the first coupon interval is irregular. An issue date between regular coupon dates can create a short first period; a longer interval can span more than one normal coupon period. That description explains the intended model, rather than demonstrating that this release successfully performs it. Function documentation.

ODDFPRICE(Settlement; Maturity; Issue; FirstCoupon; Rate; Yield; Redemption; Frequency [; Basis])

This is a syntax reference, not a tested calculation recipe. Brackets denote the optional final argument.

• Settlement, Maturity: purchase and final repayment dates.
• Issue, FirstCoupon: issue date and first scheduled coupon date. These are distinct inputs; neither can be reconstructed safely from a quoted yield alone.
• Rate: annual coupon rate as a decimal.
• Yield: annual yield as a decimal.
• Redemption: repayment amount per 100 units of face value.
• Frequency: documented coupon counts of 1, 2 or 4 per year.
• Basis: documented day-count choice, default 0.

These documented choices do not prove argument validation, numerical accuracy or any particular worksheet error in the inspected release.

The Analysis add-in registry includes ODDFPRICE. Separately, the complete GetOddfprice helper body contains an unconditional exception after comments are removed. It contains no active odd-first pricing calculation. Registry; complete helper.

The current worksheet wrapper is outside the inspected evidence. Therefore this guide does not identify an observed cell error, application failure or successful alternative code path. The installed development build was not used to execute this function, and its version must not be substituted for the source release named above. Earlier and later releases require their own evidence.

An input checklist can still help prepare a model: retain the issue, settlement, first coupon and maturity dates; the full payment schedule; coupon rate; redemption; quoted price or yield; frequency; and the actual security’s day-count convention. Store dates and numeric amounts distinctly from their display formats.

For example, an issue on January 1, 2024 and a first coupon on June 1, 2024 define a first interval that should be reconciled with the intended schedule. Those dates alone do not validate a full coupon schedule or establish a working ODDFPRICE result. Do not infer a day-count convention solely from a broad bond category.

A regular-coupon PRICE or YIELD model is appropriate only when its own regular schedule fits the instrument. An odd-last-period ODDLPRICE or ODDLYIELD model addresses the other end of the schedule and is not a general substitute for an odd first coupon.

An explicitly listed dated cash-flow model may be useful when its discounting convention is defined and independently checked. It still needs the actual payment amounts, dates, accrued-interest treatment and quote convention. No drop-in replacement or cross-product compatibility is certified here. The companion ODDFYIELD has the same working-support evidence hold; using the pair does not resolve it.

The argument list is a documentation reference. Working examples, exact error codes, reliability and cross-product equivalence are not established by the inspected evidence. No numerical output is offered as a native result. Before relying on a particular implementation, its complete call path and a suitable ordinary example need separate verification.