Inflation Swap

PHILBGLT · August 4th, 2003, 10:40 am

Hi,I am looking for references concerning the pricing of Inflation swaps ( HICP and UK RPI)...

SurfDude · August 4th, 2003, 11:16 am

I'm only here for the beer ... Oh, and some, er, inflation stuff, like.

SurfDude · August 6th, 2003, 1:49 pm

It doesn't look like anyone here has any interest in the inflation market. what should we do Phil?

RowdyRoddyPiper · August 6th, 2003, 3:24 pm

QuoteIt doesn't look like anyone here has any interest in the inflation market. I'd recommend using the search function in the forum. There are quite a few posts on inflation linked products. There's even a thread on a CPI Swap. I know of a few banks that will probably take a non-standard inflation trade. You'll just have to price it on your own to verify the one that they give you isn't out of range.

Steno · August 11th, 2003, 10:03 am

If you haven't done a search on this forum yet (and were too lazy to do the same on Google using sensible search terms) you might be able to find some hints on Barclays website for inflation-linked products. Most of the site has restricted access, but you might be interested in the conference part of the site.