yc_interpolate: Interpolate Yield Curve

In yieldcurves: Yield Curve Fitting, Analysis, and Decomposition

Interpolate Yield Curve

Description

Interpolate rates at arbitrary maturities from an observed or fitted yield curve.

Usage

yc_interpolate(curve, maturities, method = c("linear", "log_linear", "cubic"))

Arguments

curve	A yc_curve object.
maturities	Numeric vector of maturities at which to interpolate.
method	Character. Interpolation method: "linear" (default), "log_linear", or "cubic".

Value

A data frame with columns maturity and rate.

Examples

maturities <- c(1, 2, 5, 10, 30)
rates <- c(0.045, 0.043, 0.042, 0.040, 0.043)
curve <- yc_curve(maturities, rates)
yc_interpolate(curve, c(3, 7, 15, 20))

yieldcurves documentation built on March 26, 2026, 5:06 p.m.