South African Inflation Linked Bond Calculation Method
- Nancy Cohn (Deactivated)
Owned by Nancy Cohn (Deactivated)
South African Government inflation linked bonds calculate index ratios and daily CPI values using methods similar to the US/Canada ILB. However, instead of using a trailing-three-month index to mark to market for inflation, the South African Government ILB uses a trailing-four-month index. The Daily CPI and Index Ratio are calculated to a 9 decimal precision.