Module inflation 

Inflation term structures: a projected price-index level.

A third closed set, by the same argument that separates credit from discounting: an inflation curve answers with an index level, not a discount factor or a survival probability, so it carries its own evaluation trait rather than methods it cannot answer.

Like every other curve, it sits behind a trait object. Nothing here is un-object-safe: the lift is a generic method on the closed storage enum, and the per-mode evaluation trait is an ordinary object-safe trait.

Structs

PiecewiseInflation

A piecewise inflation curve over (date, level) nodes, with optional twelve-month seasonality.

PiecewiseInflationView

PiecewiseInflation lifted into one pricing mode.

ShockedInflation

A base inflation curve under a named move in its zero inflation rate.

ShockedInflationView

ShockedInflation lifted into one pricing mode.

Enums

Inflation

A stored inflation term structure. Passive parameters, no AD state.

InflationView

An Inflation curve lifted into one pricing mode.

LevelInterpolation

How projected levels between nodes are computed.

Traits

InflationCurve

What an inflation pricer sees. One question, one mode.

Functions

lagged_observation

The observation date a flow paying on date is indexed off: date less the indexation lag, in whole months.

signed_years 🔒

Years from reference to date, negative for a date before it. ACT/ACT and BUS/252 count a reversed pair as zero, which would stack every history node at t = 0.