Rate ZeroInflationTermStructure::zeroRate(const Date &d, const Period& instObsLag,
bool forceLinearInterpolation,
bool extrapolate) const {
Period useLag = instObsLag;
if (instObsLag == Period(-1,Days)) {
useLag = observationLag();
}
Rate zeroRate;
if (forceLinearInterpolation) {
std::pair<Date,Date> dd = inflationPeriod(d-useLag, frequency());
dd.second = dd.second + Period(1,Days);
Real dp = dd.second - dd.first;
Real dt = d - dd.first;
// if we are interpolating we only check the exact point
// this prevents falling off the end at curve maturity
InflationTermStructure::checkRange(d, extrapolate);
Time t1 = timeFromReference(dd.first);
Time t2 = timeFromReference(dd.second);
Rate z1 = zeroRateImpl(t1);
Rate z2 = zeroRateImpl(t2);
zeroRate = z1 + (z2-z1) * (dt/dp);
} else {
if (indexIsInterpolated()) {
InflationTermStructure::checkRange(d-useLag, extrapolate);
Time t = timeFromReference(d-useLag);
zeroRate = zeroRateImpl(t);
} else {
std::pair<Date,Date> dd = inflationPeriod(d-useLag, frequency());
InflationTermStructure::checkRange(dd.first, extrapolate);
Time t = timeFromReference(dd.first);
zeroRate = zeroRateImpl(t);
}
}
if (hasSeasonality()) {
zeroRate = seasonality()->correctZeroRate(d-useLag, zeroRate, *this);
}
return zeroRate;
}
Rate ZeroInflationTermStructure::zeroRate(Time t,
bool extrapolate) const {
checkRange(t, extrapolate);
return zeroRateImpl(t);
}
