Interp Index

Key Interp Index in Infl Curve refers to a boolean defining whether or not the implied inflation index is defined on dates that are normally not directly referred by the published data.
Note here that the published inflation index refers only to the first calendar date of the relevant month.
Consequently, if an inflation instrument, such as an inflation swap, relies on the value of the inflation index at some other observation date, this must be calculated according to some assumption.
Set to true to calculate the required inflation index by linearly interpolating the available published indices for the two consecutive first-of-month dates bracketing the observation date.
Set to false to assume the index is defined only for the first-of-month dates so that all calculations must be done in such a fashion that only first-of-month dates are involved when the index is required.
Note the entry here is independent from the property Interpolated of the Inflation Index object defined in key Infl Index