Function lagged_observation 

pub fn lagged_observation(date: NaiveDate, lag_months: u32) -> NaiveDate

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

The one lag rule. A linker, a zero-coupon inflation swap and a year-on-year swap all observe through this, so a change to it reaches all three or none. It lives beside the curve rather than beside any one product because it is a property of how an index is read, not of what reads it.

Panics

If the date arithmetic overflows, which no traded date does.