If maturity date falls on begin of the inflation period,

no interpolation of the forward cpis needed, even if the index is interpolated
inflation rate helper earliest and latest date should fall on the same day

Author: mgroncki

ql/termstructures/inflation/inflationhelpers.cpp

@@ -46,7 +46,7 @@ namespace QuantLib {
 
         std::pair<Date, Date> limStart = inflationPeriod(maturity_ - swapObsLag_, zii_->frequency());
 
-        if (detail::CPI::effectiveInterpolationType(zii_, observationInterpolation_) == CPI::Linear) {
+        if ((detail::CPI::effectiveInterpolationType(zii_, observationInterpolation_) == CPI::Linear) && (maturityDate_ != limStart.first)) {
             // if interpolated, we need to cover the end of the interpolation period
             earliestDate_ = limStart.first;
             latestDate_ = limStart.second + 1;