Re: [QuantLib-svn] SF.net SVN: quantlib:[16065] trunk/QuantLib/ql/termstructures/yield/ forwardcurve.hpp

Posted by Ferdinando Ametrano-4 on
URL: http://quantlib.414.s1.nabble.com/Re-QuantLib-svn-SF-net-SVN-quantlib-16065-trunk-QuantLib-ql-termstructures-yield-forwardcurve-hpp-tp12700p12704.html

On Wed, Mar 25, 2009 at 1:36 PM, Ferdinando Ametrano <[hidden email]> wrote:
> So I propose to extrapolate flat fwd rates and this could be quite
> easily implemented in the InterpolatedXXXCurve classes.

I just did it in Rev16082

http://quantlib.svn.sourceforge.net/quantlib/?rev=16082&view=rev

ciao -- Nando

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