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inflation swaps
Posted: May 21st, 2013, 11:57 am
by Padaiu
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
inflation swaps
Posted: May 21st, 2013, 12:09 pm
by Martinghoul
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.
inflation swaps
Posted: May 27th, 2013, 11:00 am
by archimg
spread between spot starting 10y and 5y inf swap