Hi,does anybody know, how to calculate an Asset Swap Spread related to an Zero Coupon Bond? It seems to be a little bit fancy..regards

Susanne Kruse: On the Pricing of Inflation-Indexed Caps, 2009provides an Black Scholes Model for inflation caps...Regards

Hello,how can I calculate the implied vol from index inflation option (caps, floor). For example BPISF23 (Bloomberg) - GBP Infl Swp Fl 2% 3Y. Premium in BP upfront: 209.5Now, how can I reach the implied Vol? Thanks a lot.RegardsEddy