Inflation curve with mixed ZC & YoY segments

[oszette]

Hi!

We have a use case where we need to build a zero‑inflation curve that mixes YoY (in the short end) and ZC benchmarks. ORE v14 was a great step forward since it now supports multiple segments for inflation curves, but there are still some gaps to be filled in order for this to work.

I’d be happy to discuss this and share more details about what we are looking for.

//Oskar