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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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0eff877
QPR-13654 move built flag to trade level
pcaspers Nov 1, 2025
8cb3cde
Merge branch 'master' into 'v.1.8.14.0'
farahkhashman Nov 4, 2025
a91db88
Merge branch 'v.1.8.14.0' into 'master'
pcaspers Nov 4, 2025
1c7fb03
align submodule
pcaspers Nov 4, 2025
5e647db
Enable extrapolation for spreaded inflation curves
eltoder Nov 14, 2025
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2 changes: 1 addition & 1 deletion ORE-SWIG/QuantLib-SWIG
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Submodule QuantLib-SWIG updated 0 files
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