Avoid interpolation if not needed

lballabio · Sep 16, 2024 · 6de585e · 6de585e
1 parent 3e2f9e0
commit 6de585e
Showing 1 changed file with 5 additions and 5 deletions.
diff --git a/ql/indexes/inflationindex.cpp b/ql/indexes/inflationindex.cpp
@@ -262,7 +262,11 @@ namespace QuantLib {
             QL_REQUIRE(YY0 != Null<Rate>(),
                        "Missing " << name() << " fixing for " << periodStart);
 
-            if (interpolated()) { // NOT ratio, IS interpolated
+            if (!interpolated() || /* degenerate case */ fixingDate == periodStart) {
+
+                return YY0;
+
+            } else {
 
                 Real dp = periodEnd + 1 - periodStart;
                 Real dl = fixingDate - periodStart;
@@ -271,10 +275,6 @@ namespace QuantLib {
                            "Missing " << name() << " fixing for " << periodEnd+1);
                 return YY0 + (YY1 - YY0) * dl / dp;
 
-            } else { // NOT ratio, NOT interpolated
-
-                return YY0;
-
             }
         }
     }