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Enable extrapolation for spreaded inflation curves #316

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Enable extrapolation for spreaded inflation curves #316

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2 changes: 2 additions & 0 deletions QuantExt/qle/termstructures/spreadedinflationcurve.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -36,6 +36,7 @@ SpreadedZeroInflationCurve::SpreadedZeroInflationCurve(const Handle<ZeroInflatio
interpolation_ = QuantLib::ext::make_shared<FlatExtrapolation>(
QuantLib::ext::make_shared<LinearInterpolation>(times_.begin(), times_.end(), data_.begin()));
interpolation_->enableExtrapolation();
enableExtrapolation(referenceCurve_->allowsExtrapolation());
registerWith(referenceCurve_);
}

Expand Down Expand Up @@ -85,6 +86,7 @@ SpreadedYoYInflationCurve::SpreadedYoYInflationCurve(const Handle<YoYInflationTe
interpolation_ = QuantLib::ext::make_shared<FlatExtrapolation>(
QuantLib::ext::make_shared<LinearInterpolation>(times_.begin(), times_.end(), data_.begin()));
interpolation_->enableExtrapolation();
enableExtrapolation(referenceCurve_->allowsExtrapolation());
registerWith(referenceCurve_);
}
QL_DEPRECATED_ENABLE_WARNING
Expand Down