uk rpi model hi zimin please find attached review uk rpi model derived bootstrapping rpi swaps simple model specifics swap structure payment 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 2 32 assumptions constant cashflows quoted years opposed interpolating swaps distorts curve lot explains atrocious look raw curve smoothed macro anjam wrote mid point swaps used deriving curve discount rate libor solve coupon rate rpi yoy rate solved separately quoted period e g 2 yrs 5 yrs rpi rates determined incremental portion forecasting rpi method able lock deliver forecasted levels looking forward comments seeing london best regards martina x 34327