Re: [Quantlib-dev] enableExtrapolation error?

[Luigi B. <lui...@gm...>]

On Wed, Nov 23, 2011 at 12:11 AM, barba dos <bar...@ho...> wrote:
> Hi all, I am looking in the file cashflows.cpp. the piece of code is the
> ZSpreadFinder constructor.
>
> It is about the piece of code that says:
> curve_(Handle<YieldTermStructure>(discountCurve)

> For the discount curve that is being used, extrapolation is enabled [...] However [...]
> the extrapolation property is not copied correctly.

Ok, I see.  The above is not all; the complete call is

curve_(Handle<YieldTermStructure>(discountCurve),
          Handle<Quote>(zSpread_), comp, freq, dc),

curve_ is not a copy of discountCurve, it is a spreaded curve that
contains discountCurve.
The extrapolation property of curve_ is never set, so it defaults to
false.  Try adding

curve_->enableExtrapolation(discountCurve->allowsExtrapolation());

and see if that works for you.

Later,
    Luigi