17
Inflation-linked securities
17.2 Overview of the inflation-linked bond market
17.3 What is an inflation-linked bond?
17.4 The Canadian model for inflation-linked debt
17.6 Real yields and nominal yields
17.7 Pricing an inflation-linked bond
17.8 Real yield term structure
17.9 Pricing an inflation-linked bond
17.10 Modified duration and return of inflation-linked gilts
17.11 Break-even yields in attribution
17.13 Practical considerations
17.1 INTRODUCTION
Inflation-linked securities present some additional challenges for the attribution analyst compared to vanilla sovereign and corporate bonds, because of their dependence on inflation rates and real, rather than nominal, yields. ...
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