From 3ff55a06e602e657e70ae0e5556a06dce33829a1 Mon Sep 17 00:00:00 2001 From: francis Date: Mon, 22 Dec 2025 23:01:59 +0000 Subject: [PATCH] Align YOY helper start date logic with ZC. Update the logic in the YearOnYearInflationSwapHelper around the start date to align with the ZeroCouponInflationSwapHelper. If an explicit start date is provided and it is not the default Date(), set updateDates_ to false in RelativeDateBootstrapHelper. --- ql/termstructures/inflation/inflationhelpers.cpp | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/ql/termstructures/inflation/inflationhelpers.cpp b/ql/termstructures/inflation/inflationhelpers.cpp index 770742bf361..68246f3400f 100644 --- a/ql/termstructures/inflation/inflationhelpers.cpp +++ b/ql/termstructures/inflation/inflationhelpers.cpp @@ -43,7 +43,7 @@ namespace QuantLib { const Date& start) : ZeroCouponInflationSwapHelper( quote, swapObsLag, start, maturity, std::move(calendar), paymentConvention, - std::move(dayCounter), zii, observationInterpolation) {} + dayCounter, zii, observationInterpolation) {} ZeroCouponInflationSwapHelper::ZeroCouponInflationSwapHelper( const Handle& quote, @@ -174,9 +174,9 @@ namespace QuantLib { CPI::InterpolationType interpolation, Handle nominalTermStructure, const Date& start) - : RelativeDateBootstrapHelper(quote), swapObsLag_(swapObsLag), - maturity_(maturity), calendar_(std::move(calendar)), paymentConvention_(paymentConvention), - dayCounter_(std::move(dayCounter)), interpolation_(interpolation), + : RelativeDateBootstrapHelper(quote, start == Date()), + swapObsLag_(swapObsLag), maturity_(maturity), calendar_(std::move(calendar)), + paymentConvention_(paymentConvention), dayCounter_(std::move(dayCounter)), interpolation_(interpolation), nominalTermStructure_(std::move(nominalTermStructure)), start_(start) { yii_ = yii->clone(termStructureHandle_); // We want to be notified of changes of fixings, but we don't