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2 parents 9079515 + cb89328 commit dac0aa1Copy full SHA for dac0aa1
1 file changed
ql/termstructures/inflation/inflationhelpers.cpp
@@ -46,7 +46,7 @@ namespace QuantLib {
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std::pair<Date, Date> limStart = inflationPeriod(maturity_ - swapObsLag_, zii_->frequency());
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- if (detail::CPI::effectiveInterpolationType(zii_, observationInterpolation_) == CPI::Linear) {
+ if ((detail::CPI::effectiveInterpolationType(zii_, observationInterpolation_) == CPI::Linear) && (maturityDate_ != limStart.first)) {
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// if interpolated, we need to cover the end of the interpolation period
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earliestDate_ = limStart.first;
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latestDate_ = limStart.second + 1;
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