lballabio/quantlib — pull request #112 by pcaspers (2014-06-28 11:25:48+00:00)
Title: YoY Caplet Surface Fix

in my case for 2y and 5y an atm strike could be implied, but not for 3y. This case (missing intermediate strikes) is not handled correctly currently, leading to reads from uninitialized vector positions and nonsensical yoy atm rates in the end