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For United Kingdom Pre 2005 (UK DMO refers to these securities as Treasury Stock):
There is an 8 month lag in the index
There is no daily iteration of the CPI and only one index for the period
There is no inflation protection for principal for these bonds
Depending on the issue, there is a 2, 4, or 6 decimal precision used for the inflation index ratio
Gilts issued prior to March 19, 1982 were issued with a 2 decimal precision for the inflation index ratio
Gilts issued between March 19, 1982 and July 10, 2002 use a 4 decimal precision for the inflation index ratio
Gilts issued on or after July 10, 2002 have a six decimal precision for the inflation index bonds
UK Treasury Stock Inflation Linked Bonds trade using the nominal, and not the inflation-adjusted principal. Note Eagle Accounting requires that all inflation linked bonds trades be entered with clean inflation adjusted prices (real).
UK Inflation Linked Bonds use the Retail Price Index instead of the Consumer Price Index.
Bonds can trade ex-interest.
Cash Flow Calculation
Normal Length Coupon Period
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