CPI swap QuantLib-swig - floating to CPI

Posted by Charles Allderman on Feb 03, 2016; 5:48am
URL: http://quantlib.414.s1.nabble.com/CPI-swap-QuantLib-swig-floating-to-CPI-tp17289.html

Hi

Using Python I would like to price a floating to CPI plus a real-rate swap. One leg would be say LIBOR on a total return basis payable quarterly and the other leg the change in the CPI index relative to a reference rate plus a real rate when the swap is struck. Do I need to use the class CPISwap which does not seem to be ported to swig yet?

Thanks
Charles