interpolate_zeros: Interpolate zeros

In fmbasics: Financial Market Building Blocks

Description

This interpolates zero rates from either a ZeroCurve or some other object that contains such an object.

Usage

interpolate_zeros(x, at, compounding = NULL, day_basis = NULL, ...)

## S3 method for class 'ZeroCurve'
interpolate_zeros(x, at, compounding = NULL,
  day_basis = NULL, ...)

Arguments

x	the object to interpolate
at	a Date vector representing the date at which to interpolate a value
compounding	a valid compounding string. Defaults to NULL which uses the curve's native compounding basis
day_basis	a valid day basis string. Defaults to NULL which uses the curve's native day basis.
...	further arguments passed to specific methods

Value

an InterestRate object of interpolated zero rates with the compounnding and day_basis requested.

See Also

Other interpolate functions: interpolate.ZeroCurve, interpolate_dfs, interpolate

fmbasics documentation built on May 2, 2019, 6:22 a.m.