caplet stripper extrapolation problems

Posted by on
URL: http://quantlib.414.s1.nabble.com/caplet-stripper-extrapolation-problems-tp6892.html

Hello,
I have created correctly an optionlet volatility structure and enabled the
extrapolation as follow

.......
boost::shared_ptr<IborIndex> EuriborIndex6M(new Euribor6M(iYieldTS));
boost::shared_ptr<OptionletStripper1> capletStripper1(new OptionletStripper1
(iCapVolSurface, EuriborIndex6M, Null<Rate>(),
                         1.0e-8));
boost::shared_ptr<OptionletStripper> capletStripper2(new OptionletStripper2
(capletStripper1,iATMCapVolCurve));
boost::shared_ptr<StrippedOptionletAdapter> strippedCapletAdapter(new
StrippedOptionletAdapter(capletStripper2));
Handle<OptionletVolatilityStructure> sigma_caplet(strippedCapletAdapter);
sigma_caplet->enableExtrapolation();

but when I try to compute the caplet vol:
sigma_caplet->volatility(1.05, 0.02)

it returns the followinig error:
time(29.5178) is past max curve time (29.5151)

any suggestion to solve this?

Thanks in advance
Paolo

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