The indexation lag of a linker is the delay between the month whose prices set its reference index and the month in which that reference applies: three months for TIPS and for most bonds issued since the 2000s. Inflation seasonality is the recurring pattern of a non-seasonally-adjusted price index within the calendar year, from the timing of sales, energy use and annual price resets.
Quantitative Finance · Glossary
What is Indexation lag, inflation seasonality?
Also known as: indexation lag · inflation seasonality