Published September 2, 2022
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Index Linked Bond Model
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Description
An index linked bond is one whose cash flows are linked to movements in a specific price index, with the aim of providing investors with a means to protect the real value of their savings. The bonds are usually indexed to a broad measure of prices, typically a domestic Consumer Price Index (CPI).
Notes
https://finpricing.com/lib/FiBondCoupon.html
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IndexLinkedBond.pdf
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