interpolate: Interpolates a 'SpotRateCurve'

interpolateR Documentation

Interpolates a SpotRateCurve

Description

This method is internally used by the interpolation engine. The interpolation function is created by calling prepare_interpolation method. This method creates the interpolation funcion with the current state of the curve object and sets this function to the func slot.

Usage

interpolate(object, x, ...)

Value

A numeric vector with the interpolated values. The Interpolation object is created with the data point of the curve. The interpolation method is executed on these points the numeric vector.


fixedincome documentation built on July 9, 2023, 7:28 p.m.