Re: [Quantlib-users] Turkey Index-Linked Bonds

[Luigi B. <lui...@gm...>]

Hello Berat,
    the inflation calculations are probably in need of revamping.  However,
I think an index with 3-months lag and "interpolated" set to true would do
what you need.  I would use ZeroInflationIndex instead of UKRPI, though,
because using the UK index might be confusing.

Hope this helps,
    Luigi


On Wed, Sep 30, 2020 at 3:03 PM berat postalcioglu <bpo...@gm...>
wrote:

> 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
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