I’m trying to make sense of the code in DiscountingCapitalIndexedBondProductPricer#dirtyPriceFromRealYield in relation to https://www.dmo.gov.uk/media/1955/yldeqns.pdf
It seems that your implementation for CapitalIndexedBondYieldConvention.GB_IL_FLOAT is based on pages 7-8 which is for bonds with an 8 month lag (Bloomberg calc type 44) and for CapitalIndexedBondYieldConvention.GB_IL_BOND is based on pages 12-13 which is for bonds with a 3 month lag (Bloomberg calc type 1216).
Assuming this is correct I think you need to update the javadoc comment for GB_IL_BOND as this is used for all the recent gilts whilst right now the docs make this sound like the wrong thing to use for bonds issued by the UK Govt.