http://quantlib.414.s1.nabble.com/Valuing-CPI-Bond-at-real-yield-curve-tp15354p15355.html
> Hi,
>
> I want to value a CPI Bond using a real, not nominal, yield curve. As I
> understand it, the current CPI Bond methodology requires some CPI indices, a
> zero inflation curve and a nominal yield curve. I don't have all those
> available, but I should be able to input a real curve instead of nominal
> curve (used in discounting) and a flat zero inflation curve consisting of
> rates = 0.
>
> It should give the same value. Conceptually, this method is also the same as
> valuing a fixed rate bond, but with an added inflation ratio adjustment,
> based on the CPI indices.
>
> But I'm struggling to create a zero inflation curve which is basically flat
> and all 0s. I've tried using PiecewiseZeroInflationCurve and with some
> instruments yielding 0s, but I end up with a curve that is not exactly flat
> or zero. I suspect it's a consequence of the historic CPI indices and the
> fact that they're interpolated.
>
> Are there any other ways, besides PiecewiseZeroInflationCurve to construct a
> ZeroInflationCurve?
>
> thanks
> Francois Botha
>
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