Re: Valuing CPI Bond at real yield curve

Posted by igitur on Dec 19, 2015; 10:50am
URL: http://quantlib.414.s1.nabble.com/Valuing-CPI-Bond-at-real-yield-curve-tp15354p17189.html

Hi Charles.

Unfortunately I know very little about the SWIG bindings, but I'm sure one of the other people can help.

On 19 Dec 2015 13:07, "Charles Allderman" <[hidden email]> wrote:

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
<http://stackoverflow.com/questions/33865140/quantlib-cpibond-bond-example-in-python>
, 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



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