[Quantlib-dev] Extrapolation classes

[Ibbotson, S. <Sim...@ba...>]

Hi all,
Is there a class that allows you to specify a behaviour for extrapolation? Perhaps a wrapper class around Interpolation that allows you to specify a different behaviour for extrapolation than for interpolation? I know this is a fairly common thing (e.g. using a constant value for extrapolation), so was expecting to see it - perhaps I'm being blind...
All assistance welcome!
Simon

Simon Ibbotson
Technical Specialist
Prudential Regulation Authority
Bank of England | 20 Moorgate | London EC2R 6DA | +44 (0)20 3461 7549
Sim...@ba...


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