From 5e647db73f36681766ba2593bfeb3f20cf19a0f4 Mon Sep 17 00:00:00 2001 From: Eugene Toder Date: Fri, 14 Nov 2025 14:42:58 -0500 Subject: [PATCH] Enable extrapolation for spreaded inflation curves --- QuantExt/qle/termstructures/spreadedinflationcurve.cpp | 2 ++ 1 file changed, 2 insertions(+) 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