Any suggestions on the best way to bootstrap an inflation curve of the linkers would be greatly appreciated. My boss seems to think i should be able to knock one up this morning, but i think it might be a bit more tricky than that. Ideas on dirty price adjustment for the different 3 and 8 month issues would also be helpful.
thx in advance for your help
Ben
Posted by Ben on
There are currently no replies to the "Gilt inflation curve" topic of the Excel Help Forum for Analyzing Corporate Financial Data.