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@oszette oszette commented Jul 29, 2025

Right now you are not able to retrieve the unseasonalized zero rate for a ZeroInflationTermStructure if you have passed seasonality factors at init. Useful if you want to compare numbers without the need to unseasonalize them first. I have also created a related PR in our ORE fork that make use of this here.

oszette added 2 commits July 29, 2025 12:36
Add the possibility to not account for the seasonality factor when calling `zeroRate` on an inflation term structure, in analytics
oszette added 2 commits August 8, 2025 16:44
We still want to compound it once eventhough Year returns 0
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2 participants