Comments (5)
boring-cyborg
commented on June 11, 2024
Thanks for posting! It might take a while before we look at your issue, so don't worry if there seems to be no feedback. We'll get to it.
from quantlib.
lballabio
commented on June 11, 2024
I'm not sure of your setup, but I suspect that the problem is that your forecast inflation curve, as of latest release, needs to be defined by means of an observation lag. Starting from the next release (1.34), it will be possible to specify explicitly a base date corresponding to the latest inflation fixing (see #1896). That should solve the problem.
from quantlib.
VincentVoe
commented on June 11, 2024
Yes I use observation lag. Can the latest inflation fixing in version 1.34 be in the future? As I mentioned it would be great to pass in a list of upcoming CPI fixing expectations for the next x months.
from quantlib.
lballabio
commented on June 11, 2024
I don't think a future fixing would be used. In that case, I would calculate the corresponding zero rates and create the curve as an InterpolatedZeroInflationCurve.
from quantlib.
github-actions
commented on June 11, 2024
This issue was automatically marked as stale because it has been open 60 days with no activity. Remove stale label or comment, or this will be closed in two weeks.
from quantlib.
Related Issues (20)
- Missing holiday on Mexican Calendar HOT 2
- Modify G2 processes so they take into account the interest-rate term structure HOT 2
- Is such result expected? HOT 3
- Long existing bug causing error in first period interest/cashflow calculation for FixedRateBond HOT 7
- convertible bond unit test is failing on system date 2024-02-27 HOT 2
- Bond functions atmRate is ambiguous HOT 1
- add topic tags HOT 2
- ACT/ACT ISMA day counter HOT 3
- backward start swap helper needed HOT 2
- Implementation of performCalculations is missing in ZeroInflationCashFlow class
- Overnight leg in OvernightIndexedSwap doesn't register with it's coupons. HOT 1
- what is the replacement for the removed constructors of FixedRateBond taking an InterestRate? HOT 3
- potential for segfault in FittedBondDiscountCurve when L2 array is provided without guess array HOT 1
- potential for out of bounds access in FittedBondDiscountCurve when provided guess is of wrong size HOT 2
- FittedBondDiscountCurve: allow constraints
- FittedBondDiscountCurve: add resetGuess()
- TypeError: in method 'EndCriteria_call_', argument 3 of type 'Size &' HOT 9
- BondYield: Difference from expected yield for bonds with clean_price equal to face_value near maturity HOT 2
- Performance regression going from 1.31 to 1.34 HOT 10
Recommend Projects
-
React
A declarative, efficient, and flexible JavaScript library for building user interfaces.
-
Vue.js
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
-
Typescript
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
-
TensorFlow
An Open Source Machine Learning Framework for Everyone
-
Django
The Web framework for perfectionists with deadlines.
-
Laravel
A PHP framework for web artisans
-
D3
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
-
Recommend Topics
-
javascript
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
-
web
Some thing interesting about web. New door for the world.
-
server
A server is a program made to process requests and deliver data to clients.
-
Machine learning
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
-
Visualization
Some thing interesting about visualization, use data art
-
Game
Some thing interesting about game, make everyone happy.
Recommend Org
-
Facebook
We are working to build community through open source technology. NB: members must have two-factor auth.
-
Microsoft
Open source projects and samples from Microsoft.
-
Google
Google ❤️ Open Source for everyone.
-
Alibaba
Alibaba Open Source for everyone
-
D3
Data-Driven Documents codes.
-
Tencent
China tencent open source team.
from quantlib.