Question about qlinterpolate and linear extrapolation

Posted by chiara.fornarola on
URL: http://quantlib.414.s1.nabble.com/Question-about-qlinterpolate-and-linear-extrapolation-tp4030.html

Hi

I'm using QuantLibXL-0.3.7 and I'd like to know which is the algorithm behind extrapolation used in qlinterpolate function.

Sorry for this simple question, but I'm trying to replicate (into excel spreadsheet) the results this function gives and I'm also asking if there is a "right" way to perform linear extrapolation.

Thanks 

Chiara

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