interpolate {fixedincome}R 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.


[Package fixedincome version 0.0.5 Index]