http://quantlib.414.s1.nabble.com/Credit-probas-ahead-of-mkt-tenors-tp11867p11869.html
> On Thu, 2008-05-22 at 12:47 +0200,
[hidden email] wrote:
> > The way it is right now we have no option to tell the interpolator to
> > extrapolate the default probabilities outside the engine level without
> rewriting
> > a specific new engine. Whats the reason for this?
>
> We do. For any curve (yield, default probability, etc.) you can call
>
> curve->enableExtrapolation();
>
> to, well, enable extrapolation :)
>
> Luigi
>
>
> --
>
> The rule on staying alive as a forecaster is to give 'em a number or
> give 'em a date, but never give 'em both at once.
> -- Jane Bryant Quinn
>
>
>
Defy all challenges. Microsoft(R) Visual Studio 2008.