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Accrued interest rate of an inflation-indexed bond formula

Description of the Accrued interest rate of an inflation-indexed bond formula

Formula for the calculation of the accrued interest rate of an inflation-indexed bond.

Formula

\[ CC=CN \cdot \frac {nbj_{pcd \to vd}} {nbj_{ncd \to pcd}} \cdot ci_{v} \ \]

Symbols

\(ci_{v}\ \)       
Indexation factor at value date
\(CN\ \)       
Nominal coupon rate
\(d_{p→v}\ \)       
Number of days between the last coupon date and the value date
\(nbj_{pcd→ncd}\ \)       
Number of days between the last coupon date and the next coupon date