uk swap rpi model forwarded zimin lu hou ect 03 31 2000 01 44 pm martina angelova 03 22 2000 02 59 pm zimin lu hou ect ect cc anjam ahmad lon ect ect trena mcfarland lon ect ect subject uk swap rpi model hi zimin please find attached rpi model developed bootstrapping rpi swaps structure particular swap semi semi act 365 f yoyukrpi ukrpi p 2 ukrpi p 14 1 2 p payment month first payment latest known historical rpi february 2000 notice assumed constant cashflows quoted years opposed interpolating swaps distorts curve lot please find graphic comparison rpi curve produced swaps one produced gilt market looking forward comments best regards martina x 34327