Re: Valuing CPI Bond at real yield curve

Posted by Charles Allderman on Dec 18, 2015; 2:01pm
URL: http://quantlib.414.s1.nabble.com/Valuing-CPI-Bond-at-real-yield-curve-tp15354p17187.html

Hi Francois

I would like to do this using quantlib-swig through python. Do you think this is possible at this stage? There are no CPI bond examples that I am aware of at present for swig in python. I attempted to get the scala version working,see here, but I have had no luck and in any event this does not look like an example with a known real curve. Any idea how I can take this forward?

Thanks
Charles