Observ Lag
Key Observ Lag in Infl Curve refers to the observation lag lag associated with the internal rate that represents the curve, as described at Infl Curve
If t₀ is the curve's reference date (typically today's date), then the internal rate is constructed for all dates equal or greater than t₀
It follows that the raw inflation index is then implied for all dates equal or greater than t₀ - lag
Raw inflation indices for dates prior to t₀ - lag are simply read off the historical data supplied at Past Fixings
Expects an object of type Step.