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extendCurve

Extends a curve by a required number of years by using the value of the last maturity

Syntax​

extended = extendCurve(curve, years)

The years parameter represents the number of years to extend the curve by. For example, if a curve ends in May 2022 and you specify 2 for years, the curve will be extends to December 2024.

Example​

function agricultural(input)
    // Agricultural curve forward filled and extended to end of 3 years
    filled = forwardFillCurve(input)
    extended = extendCurve(filled, 3)
    agricultural = shape(extended)
end