diff --git a/ORE-SWIG/QuantLib-SWIG b/ORE-SWIG/QuantLib-SWIG index 9b1d648856..18203bf0af 160000 --- a/ORE-SWIG/QuantLib-SWIG +++ b/ORE-SWIG/QuantLib-SWIG @@ -1 +1 @@ -Subproject commit 9b1d6488567f1cc84ab55d4c08cfef7ea7d1550b +Subproject commit 18203bf0af4639a51a08c705e7b07bc864d2116b diff --git a/QuantExt/qle/termstructures/spreadedinflationcurve.cpp b/QuantExt/qle/termstructures/spreadedinflationcurve.cpp index e9fc25e48c..08e3e12a66 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