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1 change: 1 addition & 0 deletions OREData/ored/marketdata/genericyieldvolcurve.cpp
Original file line number Diff line number Diff line change
Expand Up @@ -508,6 +508,7 @@ GenericYieldVolCurve::GenericYieldVolCurve(
: QuantLib::ShiftedLognormal,
initialModelParameters, config->outputShift(), config->modelShift(), maxCalibrationAttempts,
exitEarlyErrorThreshold, maxAcceptableError);
cube->enableExtrapolation();
}

// Wrap it in a SwaptionVolCubeWithATM, disable short-cut for atm vol retrieval
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