diff --git a/QuantExt/qle/termstructures/spreadedinflationcurve.cpp b/QuantExt/qle/termstructures/spreadedinflationcurve.cpp index e9fc25e48..08e3e12a6 100644 --- a/QuantExt/qle/termstructures/spreadedinflationcurve.cpp +++ b/QuantExt/qle/termstructures/spreadedinflationcurve.cpp @@ -36,6 +36,7 @@ SpreadedZeroInflationCurve::SpreadedZeroInflationCurve(const Handle( QuantLib::ext::make_shared(times_.begin(), times_.end(), data_.begin())); interpolation_->enableExtrapolation(); + enableExtrapolation(referenceCurve_->allowsExtrapolation()); registerWith(referenceCurve_); } @@ -85,6 +86,7 @@ SpreadedYoYInflationCurve::SpreadedYoYInflationCurve(const Handle( QuantLib::ext::make_shared(times_.begin(), times_.end(), data_.begin())); interpolation_->enableExtrapolation(); + enableExtrapolation(referenceCurve_->allowsExtrapolation()); registerWith(referenceCurve_); } QL_DEPRECATED_ENABLE_WARNING