CPIBond via SWIG

[Luigi Ballabio]

ZeroInflationIndex zeroInflationIndex = new UKRPI(false);

should work to build the curve.  Once you have the curve in a
ZeroInflationTermStructureHandle,

ZeroInflationIndex zeroInflationIndex = new UKRPI(false, handle);

should give you a working index. (It's a bit of a chicken and egg
problem. Anyway: the curve takes static data from the curve-less
index, such as the calendar, and uses them to bootstrap. The second
index uses the curve to forecast future fixings.)

Luigi



On Tue, Jan 28, 2014 at 9:40 PM, smazzucca <[hidden email]> wrote:

> OK, I assume you mean I need to create a ZeroCouponInflationSwapHelper and
> add it to the ZeroHelperVector collection.
>
> Now the last parameter is a ZeroInflationIndex.
>
> How do I instantiate it ? What type ?
> Am I supposed to pass it by ref ?
>
> I don't see a way to that.
>
> Thanks,
> Simon
>
>
>
> --
> View this message in context: http://quantlib.10058.n7.nabble.com/CPIBond-via-SWIG-tp14798p14911.html
> Sent from the quantlib-users mailing list archive at Nabble.com.
>
> ------------------------------------------------------------------------------
> WatchGuard Dimension instantly turns raw network data into actionable
> security intelligence. It gives you real-time visual feedback on key
> security issues and trends.  Skip the complicated setup - simply import
> a virtual appliance and go from zero to informed in seconds.
> http://pubads.g.doubleclick.net/gampad/clk?id=123612991&iu=/4140/ostg.clktrk
> _______________________________________________
> QuantLib-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users

--
<https://implementingquantlib.blogspot.com>
<https://twitter.com/lballabio>

------------------------------------------------------------------------------
WatchGuard Dimension instantly turns raw network data into actionable
security intelligence. It gives you real-time visual feedback on key
security issues and trends.  Skip the complicated setup - simply import
a virtual appliance and go from zero to informed in seconds.
http://pubads.g.doubleclick.net/gampad/clk?id=123612991&iu=/4140/ostg.clktrk
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users