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From: berat p. <bpo...@gm...> - 2020-09-30 12:59:51
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Hi all, I want to use CPI bond calculation with QuantLib for Turkey. The daily reference index calculation in Turkey is as follow: [image: cpi_turkey.PNG] Should I use UKRPI class for cpi bond calculation? It seems the UK is using 3 month indexation lag. Thanks in advance. Regards. -- BERAT POSTALCIOĞLU |