interpolation and extrapolation

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interpolation and extrapolation

Ferdinando M. Ametrano-2
Hi

I'm working on the interpolation functions for QuantLib-Excel and I've
added bilinear 2D interpolation to QuantLib (Luigi, thanks for the fix: I
wasn't there yet, my problem was with the Excel interface ;-)

I was considering the extrapolation issue.
Up to now extrapolation is allowed by default by the interpolation classes,
any check has to be at a higher level (e.g. in the term structure classes)

I think the extrapolation check should be in the interpolation classes, and
I would like to add a boolean allowExtrapolation to their constructors.

Any counter argument?

ciao -- Nando