From 7176bae6a44d7faf10217307ef209de6a471862c Mon Sep 17 00:00:00 2001
From: Luigi Ballabio <luigi.ballabio@gmail.com>
Date: Fri, 5 Nov 2021 17:48:47 +0100
Subject: [PATCH] Snap seasonality correction for zero rates to first of month

---
 ql/termstructures/inflation/seasonality.cpp | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

diff --git a/ql/termstructures/inflation/seasonality.cpp b/ql/termstructures/inflation/seasonality.cpp
index 9155a26ebec..0cd759290b9 100644
--- a/ql/termstructures/inflation/seasonality.cpp
+++ b/ql/termstructures/inflation/seasonality.cpp
@@ -124,8 +124,7 @@ namespace QuantLib {
         // curveBaseDate and effective fixing date. This means that we should retrieve
         // the input seasonality adjustments when we look at I_{SA}(t) / I_{NSA}(t).
         Date curveBaseDate = iTS.baseDate();
-        Date effectiveFixingDate = iTS.indexIsInterpolated() ? d : 
-            inflationPeriod(d, iTS.frequency()).first;
+        Date effectiveFixingDate = inflationPeriod(d, iTS.frequency()).first;
         
         return seasonalityCorrection(r, effectiveFixingDate, iTS.dayCounter(), curveBaseDate, true);
     }