[Quantlib-dev] interpolation and extrapolation

[Ferdinando A. <fer...@am...>]

Hi

I'm working on the interpolation functions for QuantLib-Excel and I've 
added bilinear 2D interpolation to QuantLib (Luigi, thanks for the fix: I 
wasn't there yet, my problem was with the Excel interface ;-)

I was considering the extrapolation issue.
Up to now extrapolation is allowed by default by the interpolation classes, 
any check has to be at a higher level (e.g. in the term structure classes)

I think the extrapolation check should be in the interpolation classes, and 
I would like to add a boolean allowExtrapolation to their constructors.

Any counter argument?

ciao -- Nando