Skip to content

Commit dac0aa1

Browse files
committed
Merge branch 'QPR-9981_rebased' into 'master'
QPR-9981 bugfix interpolated inflation curve Closes QPR-9981 See merge request qs/quantlib!31
2 parents 9079515 + cb89328 commit dac0aa1

1 file changed

Lines changed: 1 addition & 1 deletion

File tree

ql/termstructures/inflation/inflationhelpers.cpp

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -46,7 +46,7 @@ namespace QuantLib {
4646

4747
std::pair<Date, Date> limStart = inflationPeriod(maturity_ - swapObsLag_, zii_->frequency());
4848

49-
if (detail::CPI::effectiveInterpolationType(zii_, observationInterpolation_) == CPI::Linear) {
49+
if ((detail::CPI::effectiveInterpolationType(zii_, observationInterpolation_) == CPI::Linear) && (maturityDate_ != limStart.first)) {
5050
// if interpolated, we need to cover the end of the interpolation period
5151
earliestDate_ = limStart.first;
5252
latestDate_ = limStart.second + 1;

0 commit comments

Comments
 (0)