the calendar used for reference and/or option date calculation
the day counter used for date/time conversion
the latest date for which the curve can return values
the latest time for which the curve can return values
Inflation interface
The TS observes with a lag that is usually different from the availability lag of the index. An inflation rate is given, by default, for the maturity requested assuming this lag.
the date at which discount = 1.0 and/or variance = 0.0
Functions to set and get seasonality.
Calling setSeasonality with no arguments means unsetting as the default is used to choose unsetting.
the settlementDays used for reference date calculation
date/time conversion
year-on-year inflation rate.
The forceLinearInterpolation parameter is relative to the frequency of the TS.
note this is not the year-on-year swap (YYIIS) rate.
year-on-year inflation rate.
warning Since inflation is highly linked to dates (lags, interpolation, months for seasonality, etc) this method cannot account for all effects. If you call it, You'll have to manage lag, seasonality etc. yourself.
minimum (base) date
Important in inflation since it starts before nominal reference date. Changes depending whether index is interpolated or not. When interpolated the base date is just observation lag before nominal. When not interpolated it is the beginning of the relevant period (hence it is easy to create interpolated fixings from a not-interpolated curve because interpolation, usually, of fixings is forward looking).