FinPricing Inflation Curve Data Feed API - USA, UK, Canada, Australia, New Zealand

Inflation curves or Consumer Price Index (CPI) curves are the term structures of CPI rates at different maturities. They are essential for pricing inflation securities and derivatives. The most popular inflation products are inflation linked bonds, zero coupon inflation swaps, inflation swaps, and inflation caps/floors. Unfortunately forward CPI rates are not market observable. But they can be derived/implied from inflation instruments. FinPricing bootstraps inflation curve from a number of inflation instruments that are the most liquid inflation products at certain maturities.

搜集汇总

背景与挑战

背景概述

该数据集提供美国、英国、加拿大、澳大利亚和新西兰的通胀曲线数据API，用于构建消费者价格指数（CPI）曲线的期限结构。这些曲线基于流动性高的通胀工具（如通胀挂钩债券和互换）推导得出，主要用于定价通胀证券和衍生品。