Inflation Index Curve
financepy.market.curves.inflation_index_curve
Classes
InflationIndexCurve
InflationIndexCurve(index_dts: list, index_values: list | numpy.ndarray, lag_in_months: int = 3) -> None
This is a curve calculated from a set of dates and CPI-like numbers. It
should start at the issue date of the bond (or index). It also requires a
lag in months. Here is a reference to the CPI curve used for TIPS.
https://www.treasury.gov/about/organizational-structure/offices/Domestic-Finance/Documents/tips-presentation.pdf
Methods
index_value
index_value(self, dt: financepy.utils.date.Date)
Calculate index value by interpolating the CPI curve
index_ratio
index_ratio(self, dt: financepy.utils.date.Date)
Calculate index value by interpolating the CPI curve
Generated automatically from the FinancePy source code.
Do not edit this file manually.