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Martin Sjogrenjenkins
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Docs: switched order of CPI Swaps, specified that cross currency inflation swaps are supported
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\subsubsection{CPI Swap}
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A CPI swap can be set up as a swap with trade type \emph{Swap}, with one leg of type {\tt CPI}. Listing \ref{lst:cpiswap}
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shows an example. The CPI leg contains an additional {\tt CPILegData} block. See \ref{ss:cpilegdata} for details on the
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CPI leg specification.
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A CPI inflation swap can be set up using the \emph{InflationSwap} trade type, with one leg of type {\tt CPI}. and the other leg(s) can be of any leg type. Listing \ref{lst:cpiinflationswap} shows an example. The CPI leg contains an additional {\tt CPILegData} block. See \ref{ss:cpilegdata} for details on the
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CPI leg specification.
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Note that Cross Currency Inflation Swaps are supported, as the currencies on the legs of an \emph{InflationSwap} do not need to be the same.
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\begin{listing}[H]
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%\hrule\medskip
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\begin{minted}[fontsize=\footnotesize]{xml}
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<SwapData>
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<InflationSwapData>
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<LegData>
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<LegType>Floating</LegType>
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<Payer>true</Payer>
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...
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</CPILegData>
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</LegData>
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</SwapData>
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</InflationSwapData>
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\end{minted}
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\caption{CPI Swap Data (using \emph{Swap} trade type)}
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\label{lst:cpiswap}
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\caption{CPI Swap Data (using \emph{InflationSwap} trade type)}
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\label{lst:cpiinflationswap}
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\end{listing}
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Alternatively, a CPI swap can be set up using the \emph{InflationSwap} trade type, see Listing \ref{lst:cpiinflationswap}. The structure of the {\tt InflationSwapData} container is the same as for {\tt SwapData} above.
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Alternatively, a CPI swap can be set up as a swap with trade type \emph{Swap}, with one leg of type {\tt CPI}, see listing \ref{lst:cpiswap}.
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\begin{listing}[H]
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%\hrule\medskip
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\begin{minted}[fontsize=\footnotesize]{xml}
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<InflationSwapData>
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<SwapData>
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<LegData>
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<LegType>Floating</LegType>
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<Payer>true</Payer>
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...
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</CPILegData>
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</LegData>
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</InflationSwapData>
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</SwapData>
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\end{minted}
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\caption{CPI Swap Data (using \emph{InflationSwap} trade type)}
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\label{lst:cpiinflationswap}
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\end{listing}
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\caption{CPI Swap Data (using \emph{Swap} trade type)}
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\label{lst:cpiswap}
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\end{listing}
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