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.


wilsonfreitas/R-fixedincome documentation built on June 30, 2023, 7:46 a.m.