Inflation swap parRate calculation

Hi,

We are trying to calculate parRate for inflation swaps, but it seems that only trades with fixed leg day count as 1/1 are supported. If we use any other day count we get an error:
Swap should have a fixed leg and for one payment it should be based on compunding witout spread.

Is there a reason why accrual period year fraction must be exactly one for this calculation?

Thanks!