Interpolated

Key Interpolated in Inflation Index refers to a boolean defining how the underlying inflation index is defined on dates when no published data exist.
Note the published inflation index applies 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 first-of-month dates bracketing the observation date.
Set to false to assume flat interpolation so that all interpolated values equal the respective mid-period interpolated value.