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inflation YOY

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paolo baroni

inflation YOY

Hi!

Is there a way in quantlib to compute YOY inflation swap curve from ZC inflation swap market data?

Thanks

Paolo

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Luigi Ballabio

Re: inflation YOY

Not in the library. The two sets of rates are currently treated as separate.

Luigi

On Thu, Apr 9, 2015 at 9:30 PM, Paolo Baroni <[hidden email]> wrote:

Hi!
Is there a way in quantlib to compute YOY inflation swap curve from ZC inflation swap market data?
Thanks
Paolo

------------------------------------------------------------------------------
BPM Camp - Free Virtual Workshop May 6th at 10am PDT/1PM EDT
Develop your own process in accordance with the BPMN 2 standard
Learn Process modeling best practices with Bonita BPM through live exercises
http://www.bonitasoft.com/be-part-of-it/events/bpm-camp-virtual- event?utm_
source=Sourceforge_BPM_Camp_5_6_15&utm_medium=email&utm_campaign=VA_SF
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