CPI Bond Questions

[John Orford]

Hey Guys,

I've been looking through some old code of mine.

Unfortunately not well commented.

I have a few queries.

1) Just noticed that the CPI indicies have some neat features, such as frequency and interpolated methods. I'm confused by the availabilityLag one though, it's 1M for all indicies - shouldn't it be 3M? Or does it refer to something else?

2) What does 'growthOnly' mean again? Suspect I knew that a while ago...

3) I'd like to calibrate to a given market value. Is there a way to calibrate the inflation somehow, or should I do so with a credit spread? I don't know much about this instrument, so would love to hear what others are doing...

I attached the code, in case any one finds it useful. More or less the same as the C example here: 

https://github.com/lballabio/quantlib/blob/master/QuantLib/test-suite/inflationcpibond.cpp

4) Does anyone know of good inflation bond convention resources?

Any other words of advice would be gratefully appreciated : )

Thanks!

John

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