$^{59}$Co and $^{31}$P nuclear magnetic resonance (NMR) measurements in external magnetic and zero magnetic fields have been performed to investigate the magnetic properties of the A-type antiferromagnetic (AFM) CaCo$_2$P$_2$. NMR data, especially, the nuclear spin lattice relaxation rates 1/$T_1$ exhibiting a clear peak, provide clear evidence for the AFM transition at a Neel temperature of $T_{rm N}sim$110~K. The magnetic fluctuations in the paramagnetic state were found to be three-dimensional ferromagnetic, suggesting ferromagnetic interaction between Co spins in the ${it ab}$ plane characterize the spin correlations in the paramagnetic state. In the AFM state below $T_{rm N}$, we have observed $^{59}$Co and $^{31}$P NMR signals under zero magnetic field. From $^{59}$Co NMR data, the ordered magnetic moments of Co are found to be in $ab$ plane and are estimated to be 0.35 $mu_{rm B}$ at 4.2 K. Furthermore, the external field dependence of $^{59}$Co NMR spectrum in the AFM state suggests a very weak magnetic anisotropy of the Co ions and also provides microscopic evidence of canting the Co ordered moments along the external magnetic field directions. The magnetic state of the Co ions in CaCo$_2$P$_2$ is well explained by the local moment picture in the AFM state, although the system is metallic as seen by $1/T_1T$ = constant behavior.
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