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From: Ferdinando A. <qf...@am...> - 2009-03-26 15:45:48
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On Wed, Mar 25, 2009 at 1:36 PM, Ferdinando Ametrano <qf...@am...> wrote: > So I propose to extrapolate flat fwd rates and this could be quite > easily implemented in the InterpolatedXXXCurve classes. I just did it in Rev16082 http://quantlib.svn.sourceforge.net/quantlib/?rev=16082&view=rev ciao -- Nando |