valuation of Inflation-linked bonds

[Nikolay Dichev]

Dear all,

are there possibility for valuation of any types of inflation-linked bonds with QL?

Best regards,

Niko
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[Chris Kenyon-2]

Hi Niko,

Look in the QuantLib trunk in the Sourceforge SVN - you'll find CPIbond.  They are not in the current release.  

@Luigi next release is?

Rgds,
Chris

>
>
> Dear all,
>
> are there possibility for valuation of any types of inflation-linked bonds with QL?
>
> Best regards,
> Niko
> --

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[Luigi Ballabio]

On Jan 21, 2011, at 11:02 AM, Chris Kenyon wrote:
> Look in the QuantLib trunk in the Sourceforge SVN - you'll find  
> CPIbond.  They are not in the current release.
>
> @Luigi next release is?

Shortly, I hope, but the branch for the release was already created  
before your commit.  I could backport it, but if there's no particular  
urgency I'd finish packaging, put out the release as it is (it's  
already overdue, since it has support for VC++10 that's been asked by  
quite a few people) and make another release in a while with your  
stuff and other contributions I got.

Luigi


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[gigifaye29]

Hello Luigi - I didn't see the InflationLinkedBond as a child class under bonds at the current version when checking on the web..am I missing anything?

XC

Luigi Ballabio wrote

On Jan 21, 2011, at 11:02 AM, Chris Kenyon wrote:
> Look in the QuantLib trunk in the Sourceforge SVN - you'll find  
> CPIbond.  They are not in the current release.
>
> @Luigi next release is?

Shortly, I hope, but the branch for the release was already created  
before your commit.  I could backport it, but if there's no particular  
urgency I'd finish packaging, put out the release as it is (it's  
already overdue, since it has support for VC++10 that's been asked by  
quite a few people) and make another release in a while with your  
stuff and other contributions I got.

Luigi


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[Luigi Ballabio]

On Tue, 2011-04-19 at 12:01 -0700, gigifaye29 wrote:
> Hello Luigi - I didn't see the InflationLinkedBond as a child class under
> bonds at the current version when checking on the web..am I missing
> anything?

You have to check out the trunk from the Subversion repository.
Instructions are at <http://quantlib.org/svn.shtml>.  Once you do so,
you'll find it in <ql/instruments/bonds/cpibond.hpp>

Luigi


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