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Pass an explicit base date to inflation curves instead of an observation lag #1896

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merged 8 commits into from
Jan 26, 2024

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lballabio
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The base date of an inflation curve should correspond to the latest published inflation fixing, because that's the boundary between what we already know and what we need to forecast.

This is awkward to specify by means of an observation lag, which is probably the wrong concept anyway—it's tied to instruments T&Cs. With these changes, it's possible to pass the base date directly. Constructors taking the observation lag are now deprecated.

@lballabio lballabio added this to the Release 1.34 milestone Jan 26, 2024
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Coverage Status

coverage: 72.328% (-0.01%) from 72.342%
when pulling 0f27598 on inflation-base-date
into b15c427 on master.

@lballabio lballabio merged commit 605ce81 into master Jan 26, 2024
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@lballabio lballabio deleted the inflation-base-date branch January 26, 2024 13:41
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