Infl Index


Key Infl Index in
Inflation Swap refers to the inflation index object of type Inflation Index used to calculate the inflation-linked cash flows.
The entry
Swap Type determines whether the swap represents a Zero Inflation Swap a Year-On-Year Inflation Swap or a Inflation Adjusted Rate Swap.
Look up the descriptions of these swaps for the mathematical definition of the cash flows with respect to the index here.