tips fyi - us inflation - linked bond
i can not replicate the nominal yield and inflation adjected cash flow
calculation from bloomberg . so i called the bond analytics group .
i got to the point that they admit that they have made mistakes in their
calculation , and promised to fix it .
once i got the issues settled , there will be a better us inflation model .
zimin
tips
fyi - us inflation - linked bond
i can not replicate the nominal yield and inflation adjected cash flow
calculation from bloomberg . so i called the bond analytics group .
i got to the point that they admit that they have made mistakes in their
calculation , and promised to fix it .
once i got the issues settled , there will be a better us inflation model .
zimin