diff --git a/README.md b/README.md
index c06c79c..f6debdd 100644
--- a/README.md
+++ b/README.md
@@ -98,12 +98,12 @@ Quantrs supports options pricing with various models for both vanilla and exotic
 - Bond Types
   - [x] _Zero-Coupon Bonds_
   - [ ] _Treasury Bonds_ (fixed-rate coupon)
-  - [ ] _Corporate Bonds_ (fixed-rate coupon with credit spreads)
+  - [x] _Corporate Bonds_ (fixed-rate coupon with credit spreads)
   - [ ] _Floating-Rate Bonds_ (variable coupon with caps/floors)
 - [ ] Duration (_Macaulay_, _Modified_, _Effective_)
 - [ ] Convexity
 - [ ] Yield Measures (_YTM_, _YTC_, _YTW_)
-- [x] Day Count Conventions (_ACT/365F_, _ACT/365_, _ACT/360_, _30/360 US_, _30/360 Eurobond_, _ACT/ACT ISDA_, _ACT/ACT ICMA_)
+- [x] Accrual Conventions (_ACT/365F_, _ACT/365_, _ACT/360_, _30/360 US_, _30/360 Eurobond_, _ACT/ACT ISDA_, _ACT/ACT ICMA_)
 
 ## Usage
 
diff --git a/src/fixed_income/bonds.rs b/src/fixed_income/bonds.rs
index f2a3398..3643630 100644
--- a/src/fixed_income/bonds.rs
+++ b/src/fixed_income/bonds.rs
@@ -1,11 +1,11 @@
 //! Module for various bond types.
 
-// pub use corporate::CorporateBond;
+pub use corporate::CorporateBond;
 // pub use floating_rate::FloatingRateBond;
 // pub use treasury::TreasuryBond;
 pub use zero_coupon::ZeroCouponBond;
 
-// mod corporate;
+mod corporate;
 // mod floating_rate;
 // mod treasury;
 mod zero_coupon;
diff --git a/src/fixed_income/bonds/corporate.rs b/src/fixed_income/bonds/corporate.rs
new file mode 100644
index 0000000..3665780
--- /dev/null
+++ b/src/fixed_income/bonds/corporate.rs
@@ -0,0 +1,120 @@
+use crate::fixed_income::{Bond, BondPricingError, DayCount, PriceResult};
+use chrono::{Datelike, NaiveDate};
+
+#[derive(Debug, Clone)]
+pub struct CorporateBond {
+    pub face_value: f64,
+    pub coupon_rate: f64,
+    pub maturity: NaiveDate,
+    pub frequency: u32,
+    pub credit_rating: String,
+}
+
+impl CorporateBond {
+    pub fn new(
+        face_value: f64,
+        coupon_rate: f64,
+        maturity: NaiveDate,
+        frequency: u32,
+        credit_rating: String,
+    ) -> Self {
+        Self {
+            face_value,
+            coupon_rate,
+            maturity,
+            frequency,
+            credit_rating,
+        }
+    }
+
+    pub fn credit_spread(&self) -> f64 {
+        // Simple credit spread based on rating
+        // TODO: Replace (maybe)
+        match self.credit_rating.as_str() {
+            "AAA" => 0.005, // 50 bps
+            "AA" => 0.010,  // 100 bps
+            "A" => 0.015,   // 150 bps
+            "BBB" => 0.025, // 250 bps
+            "BB" => 0.050,  // 500 bps
+            "B" => 0.100,   // 1000 bps
+            _ => 0.030,     // Default spread
+        }
+    }
+}
+
+impl Bond for CorporateBond {
+    fn price(
+        &self,
+        settlement: NaiveDate,
+        ytm: f64,
+        day_count: DayCount,
+    ) -> Result<PriceResult, BondPricingError> {
+        if ytm < 0.0 {
+            return Err(BondPricingError::invalid_yield(ytm));
+        }
+
+        if settlement >= self.maturity {
+            return Err(BondPricingError::settlement_after_maturity(
+                settlement,
+                self.maturity,
+            ));
+        }
+
+        if ![1, 2, 4, 12].contains(&self.frequency) {
+            return Err(BondPricingError::InvalidFrequency(self.frequency));
+        }
+
+        // Add credit spread to yield
+        let adjusted_ytm = ytm + self.credit_spread();
+
+        // Calculate time to maturity in years
+        let days_to_maturity = (self.maturity - settlement).num_days() as f64;
+        let years_to_maturity = match day_count {
+            DayCount::Act365F => days_to_maturity / 365.0,
+            DayCount::Act360 => days_to_maturity / 360.0,
+            DayCount::Thirty360US => {
+                let years = (self.maturity.year() - settlement.year()) as f64;
+                let months =
+                    (self.maturity.month() as i32 - settlement.month() as i32) as f64 / 12.0;
+                let days = (self.maturity.day() as i32 - settlement.day() as i32) as f64 / 360.0;
+                years + months + days
+            }
+            _ => days_to_maturity / 365.0,
+        };
+
+        // Calculate periodic coupon payment
+        let coupon_payment = self.face_value * self.coupon_rate / self.frequency as f64;
+
+        // Calculate number of coupon payments
+        let num_payments = (years_to_maturity * self.frequency as f64).ceil() as u32;
+
+        // Calculate present value of coupon payments
+        let mut pv_coupons = 0.0;
+        let periodic_rate = adjusted_ytm / self.frequency as f64;
+
+        for i in 1..=num_payments {
+            let discount_factor = (1.0 + periodic_rate).powi(-(i as i32));
+            pv_coupons += coupon_payment * discount_factor;
+        }
+
+        // Calculate present value of principal
+        let pv_principal = self.face_value / (1.0 + periodic_rate).powi(num_payments as i32);
+
+        // Total clean price
+        let clean_price = pv_coupons + pv_principal;
+
+        // Calculate accrued interest
+        let accrued = self.accrued_interest(settlement, day_count);
+
+        // Dirty price = clean price + accrued interest
+        let dirty_price = clean_price + accrued;
+
+        Ok(PriceResult::new(clean_price, dirty_price, accrued))
+    }
+
+    fn accrued_interest(&self, settlement: NaiveDate, day_count: DayCount) -> f64 {
+        // TODO: Implement proper accrued interest based on day count convention
+        let coupon_payment = self.face_value * self.coupon_rate / self.frequency as f64;
+        coupon_payment * 0.5 // Placeholder
+    }
+}