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Create MixedYearOnYearInflationSwapHelper#45

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oszette wants to merge 1 commit into15-developmentfrom
mixed-inflation-yoy-swap-helper
Open

Create MixedYearOnYearInflationSwapHelper#45
oszette wants to merge 1 commit into15-developmentfrom
mixed-inflation-yoy-swap-helper

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@oszette oszette commented Feb 20, 2026

To be able to bootstrap YoY pillars in a ZC curve, one solution was to create these mixed helpers. Works, but it is a bit tricky when the date logic in ORE is a bit different...

Supersedes #41 and QL #25

To be able to bootstrap YoY pillars in a ZC curve, one solution was to create these mixed helpers.
@oszette oszette requested a review from gbfredrik February 20, 2026 10:18
@oszette oszette self-assigned this Feb 20, 2026
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