Calculating implied inflation from nominal and real curves

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Calculating implied inflation from nominal and real curves

igitur
Hi,

I have a zero real rate curve and a zero nominal rate curve and would like to calculate the implied zero inflation curve from these. Is there a helper or something available or do I have to take the manual approach?

thanks
Francois Botha

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Re: Calculating implied inflation from nominal and real curves

Luigi Ballabio
Manual, I'm afraid.

Luigi


On Fri, May 30, 2014 at 11:23 AM, Francois Botha <[hidden email]> wrote:

> Hi,
>
> I have a zero real rate curve and a zero nominal rate curve and would like
> to calculate the implied zero inflation curve from these. Is there a helper
> or something available or do I have to take the manual approach?
>
> thanks
> Francois Botha
>
> ------------------------------------------------------------------------------
> Time is money. Stop wasting it! Get your web API in 5 minutes.
> www.restlet.com/download
> http://p.sf.net/sfu/restlet
> _______________________________________________
> QuantLib-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>



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