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NightCoder
Topic Author
Posts: 2
Joined: June 4th, 2021, 7:08 am

Accrued Interest of a Year-on-Year Inflation-Linker

June 4th, 2021, 7:11 am

Hello there!
Does anyone know if there is a convention for calculating the accrued interest of a year-on-year inflation-linked bond?
Thanks!
 
Mercadian
Posts: 9
Joined: July 24th, 2020, 4:22 pm

Re: Accrued Interest of a Year-on-Year Inflation-Linker

June 4th, 2021, 6:34 pm

Hi NightCoder,

There sure are, could you be more specific as to which country's market for inflation you're talking about?

Rgds,

M
 
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NightCoder
Topic Author
Posts: 2
Joined: June 4th, 2021, 7:08 am

Re: Accrued Interest of a Year-on-Year Inflation-Linker

June 5th, 2021, 11:00 am

Hi M,
In particular, I would be interested in the German, Spanish, French, Italian, British and US market of YoY inflation-linkers.
Thanks.