Inflation Linked Gilt

Posted by Leon Sit on
URL: http://quantlib.414.s1.nabble.com/Inflation-Linked-Gilt-tp1307.html

Hi All

I am trying to implement Inflation Linked Gilt. Is there a general advice on what part of quantlib I can reuse? I think I can probably reuse InflationTermStructurem, InflationIndex, and Bond. Any implementation advice?

Thanks

Leon

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