Hello,
apologies for the delay. If you have an instance i of an
interpolation (linear or otherwise), you can extrapolate in two ways:
- in a single call, by passing a second parameter to operator() that
allows extrapolation. Something like:
y1 = i(0.2); // this will raise an exception
y2 = i(0.2, true); // this will return an extrapolated value.
- if you want to do several calls, you can tell the interpolation to
always allow extrapolation. This will work:
i.enableExtrapolation();
y = i(0.2); // now this will return a value
Hope this helps,
Luigi
On Wed, May 7, 2014 at 10:20 AM, v17 <
[hidden email]> wrote:
> Hello,
>
> I am doing LinearInterpolation with x-vector being YearFrac and y vector as
> YTMs -
>
> X-vector is {0.5,1,2,3,4,5,6,7,8,9,10,15)
>
> Interpolation works fine for yearFrac range 0.5 to 15
>
> However for yearfrac < 0.5 and > 15 it gives exception.
>
> Is there any way to interpolate beyond range?
>
>
>
>
>
> --
> View this message in context:
http://quantlib.10058.n7.nabble.com/Can-I-extrapolate-beyond-interpolation-range-in-LinearInterpolation-tp15240.html> Sent from the quantlib-dev mailing list archive at Nabble.com.
>
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