Posted by
mudcrab on
URL: http://quantlib.414.s1.nabble.com/zero-yoy-rates-in-inflationtermstructure-hpp-tp8001.html
Hi there, I was wondering about the motivation for setting the default for
extrapolate to "false" for the following two functions in
inflationtermstructure.hpp:
Rate zeroRate(const Date &d, const Period& instObsLag = Period(-1,Days),
bool forceLinearInterpolation = false,
bool extrapolate = false) const;
Rate yoyRate(const Date &d, const Period& instObsLag = Period(-1,Days),
bool forceLinearInterpolation = false,
bool extrapolate = false) const;
Could any argument be made for allowing the extrapolate Boolean to be
passed in through the associated InflationTermStructure constructors
rather than hard-coding it in the inflationtermstructure.hpp file? I
couldn't find any (easy) way to extrapolate my zeroinflationtermstructure
other than to set the "false" in the top line above to "true" and then
recompile the library.
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