Inflation indexation coefficient for a given value date formula
Description of the Inflation indexation coefficient for a given value date formula
Formula for the calculation of the inflation indexation coefficient for a given value date
Formula
\[ ci_{v}=\frac{IPC_{v}}{IPC_{base}} \ \]
Symbols
\(IPC_{base}\ \)
Basis CPI of the instrument
\(IPC_{v}\ \)
CPI for the value date of the buy or sale of the indexed instrument
Additional information related to this formula
Related definitions from the glossary of financial terms
Bond • Obligations Assimilables du Trésor indexées sur l'inflation