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Padaiu
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Posts: 6
Joined: June 10th, 2009, 3:41 pm

inflation swaps

May 21st, 2013, 11:57 am

Hican someone explain how inflation swaps are quoted ?what does the quote mean ? any example maybe ? for exple US 5y5y looks like quoting around 0.4637, what does it mean ?thanks all
 
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Martinghoul
Posts: 188
Joined: July 18th, 2006, 5:49 am

inflation swaps

May 21st, 2013, 12:09 pm

5y5y US CPI at 0.4637? Where on Earth are you getting this? If you want a small writeup on inflation swaps, PM me your email and I send you smth.
 
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archimg
Posts: 0
Joined: September 14th, 2004, 9:16 am

inflation swaps

May 27th, 2013, 11:00 am

spread between spot starting 10y and 5y inf swap