Posted by
Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/zero-yoy-rates-in-inflationtermstructure-hpp-tp8001p8002.html
On Thu, 2010-06-03 at 13:26 -0700,
[hidden email] wrote:
> 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.
I admit it's not immediately obvious (the relevant method is inherited
from a few levels up the hierarchy) but on a per-curve basis, you can
call
curve->enableExtrapolation();
to set the default to true for that curve.
Luigi
--
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