Re: inflation YOY

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/inflation-YOY-tp16456p16479.html

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

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