Module inflation 

An inflation swap: a fixed stream against an inflationRateCalculation stream, read as a zero-coupon or a year-on-year inflation swap from the streams’ terms and dates.

Zero-coupon: each stream pays once, on its accrual end. The fixed side accrues simply over its one period on its stated day count, as the stream states it; the inflation side pays the index ratio over the period.

Year-on-year: both streams pay every period on the same dates, each period’s own accrual end. helixio’s year-on-year swap reads its index under the index’s registered interpolation, so a stated interpolation that differs from it is refused rather than overridden.

Functions

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