CPIBondHelper example

[harunozceyhan]

Hi, I'm trying to create CPIBondHelper and use these helpers to create FittedBondDiscountCurve. Unfortunately, I couldn't find any example or related docs to solve my issues. Are there any examples or docs related to CPIBondHelper usage? If there is not, I will ask spesific questions about my issues.

Thank you.

[boring-cyborg[bot]]

Thanks for posting! It might take a while before we look at your issue, so don't worry if there seems to be no feedback. We'll get to it.

[sweemer]

I can't find any examples of CPIBondHelper, but there's a whole example dedicated to FittedBondDiscountCurve so you might want to look there for some alternative ways of accomplishing what you're after.

[lballabio]

Yes, that example might give you a template, as Jonathan said. One note: if you plug CPI bonds into that example, the code of the fitted discount curve will assume that you already have a working inflation curve, because that's needed to reprice those bonds. If the curve is not explicit in the signature of CPIBondPricer, it's because it's inside the inflation index. You can look at the test suite to see examples of building CPI bonds.

Another suggestion: for requests of examples or clarification, it's probably better to post questions on the mailing list. I don't mind having them here, but there are a lot fewer people looking at this issue tracker than subscribed to the list, so it's to your advantage to post there. Hope this helps!

[github-actions[bot]]

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