Get Implied Fixing


Function Get Implied Fixing within
Infl Curvereturns the fixing of the referenced inflation index defined in Infl Index as implied by the inflation curve for the provided dates.
Note, no observation lag is subtracted from these dates.

If the inflation index is of type
Quote Type = Relative, each returned fixing equals the raw inflation index as of the corresponding date.

If
Quote Type = YoY Rate, each returned fixing equals the year-on-year inflation rate as of the corresponding date.
The year-on-year inflation rate YoY(T) on a given time T is defined as:
YoY(T) = I(T)/I(T-1Year) - 1
as described at
Year-On-Year Inflation Swap