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We study price posting with undirected search in a search-theoretic monetary model with divisible money and divisible goods. Ex ante homogeneous buyers experience match-specific preference shocks in bilateral trades. The shocks follow a continuous uniform distribution, and the realizations of the shocks are private information. We show that there exists a unique monetary equilibrium for generic values of the inflation rate. In equilibrium, each seller posts a continuous pricing schedule that exhibits quantity discounts. Buyers may spend nothing, a fraction or all of their money holdings, depending on their preference-shock realizations. Inflation reduces the extent of non-linear pricing. The model captures the hot-potato effect of inflation along both the extensive margin, as an increase in the trading probability, and the intensive margin, as higher fractions of money being spent.