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<title>Interpolate a <code>ZeroCurve</code> — interpolate.ZeroCurve • fmbasics</title>
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<h1>Interpolate a <code>ZeroCurve</code></h1>
<small class="dont-index">Source: <a href='https://github.com/imanuelcostigan/fmbasics/blob/master/R/interpolation-class.R'><code>R/interpolation-class.R</code></a></small>
<div class="hidden name"><code>interpolate.ZeroCurve.Rd</code></div>
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<div class="ref-description">
<p>There are two key interpolation schemes available in the <code>stats</code> package:
constant and linear interpolation via <code><a href='https://rdrr.io/r/stats/approxfun.html'>stats::approxfun()</a></code> and
spline interpolation via <code><a href='https://rdrr.io/r/stats/splinefun.html'>stats::splinefun()</a></code>. The <code><a href='interpolate.html'>interpolate()</a></code> method
is a simple wrapper around these methods that are useful for the purposes
of interpolation financial market objects like zero coupon interest rate
curves.</p>
</div>
<pre class="usage"><span class='co'># S3 method for ZeroCurve</span>
<span class='fu'><a href='interpolate.html'>interpolate</a></span>(<span class='no'>x</span>, <span class='no'>at</span>, <span class='no'>...</span>)</pre>
<h2 class="hasAnchor" id="arguments"><a class="anchor" href="#arguments"></a>Arguments</h2>
<table class="ref-arguments">
<colgroup><col class="name" /><col class="desc" /></colgroup>
<tr>
<th>x</th>
<td><p>a <code>ZeroCurve</code> object</p></td>
</tr>
<tr>
<th>at</th>
<td><p>a non-negative numeric vector representing the years at which to
interpolate the zero curve</p></td>
</tr>
<tr>
<th>...</th>
<td><p>unused in this method</p></td>
</tr>
</table>
<h2 class="hasAnchor" id="value"><a class="anchor" href="#value"></a>Value</h2>
<p>a numeric vector of zero rates (continuously compounded, act/365)</p>
<h2 class="hasAnchor" id="see-also"><a class="anchor" href="#see-also"></a>See also</h2>
<div class='dont-index'><p>Other interpolate functions: <code><a href='interpolate.VolSurface.html'>interpolate.VolSurface</a></code>,
<code><a href='interpolate_dfs.html'>interpolate_dfs</a></code>,
<code><a href='interpolate_zeros.html'>interpolate_zeros</a></code>,
<code><a href='interpolate.html'>interpolate</a></code></p></div>
<h2 class="hasAnchor" id="examples"><a class="anchor" href="#examples"></a>Examples</h2>
<pre class="examples"><div class='input'><span class='no'>zc</span> <span class='kw'><-</span> <span class='fu'><a href='build_zero_curve.html'>build_zero_curve</a></span>(<span class='fu'><a href='Interpolation.html'>LogDFInterpolation</a></span>())
<span class='fu'><a href='interpolate.html'>interpolate</a></span>(<span class='no'>zc</span>, <span class='fu'><a href='https://rdrr.io/r/base/c.html'>c</a></span>(<span class='fl'>1.5</span>, <span class='fl'>3</span>))</div><div class='output co'>#> [1] 0.01853957 0.01949990</div></pre>
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<h2>Contents</h2>
<ul class="nav nav-pills nav-stacked">
<li><a href="#arguments">Arguments</a></li>
<li><a href="#value">Value</a></li>
<li><a href="#see-also">See also</a></li>
<li><a href="#examples">Examples</a></li>
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