Gilt inflation curve

Excel Help for Gilt Inflation Curve in Analyzing Corporate Financial Data

Gilt Inflation Curve

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	Any suggestions on the best way to bootstrap an inflation curve of the linkers would be greatly appreciated. My boss seems to think i should be able to knock one up this morning, but i think it might be a bit more tricky than that. Ideas on dirty price adjustment for the different 3 and 8 month issues would also be helpful. thx in advance for your help Ben
	Posted by Ben on 29 Mar 2007

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