End September 2008 Market-Consistent Real Yield Curve GBP GOVT+10 v6
Document ID: 2008-1099
Published on: 17th October 2008
This bhm file contains a calibration for the real interest rates model in the GBP economy, suitable for use if you are using a calibration of nominal interest rates to the Government+10bp curve. The calibration of real rates is shifted relative to the standard calibration of real rates, in order to preserve the level of inflation produced.
