Inflation indexation coefficient for a given value date formula

Tags: bonds pricing and analysis

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

c i_{v} = \frac{I P C_{v}}{I P C_{b a s e}}

I P C_{b a s e}

Basis CPI of the instrument

I P C_{v}

CPI for the value date of the buy or sale of the indexed instrument