Interpolate forward rates and discount factors

This interpolates forward rates and forward discount factors from either a ZeroCurve or some other object that contains such an object.

interpolate_dfs(x, from, to, ...)

interpolate_fwds(x, from, to, ...)

# S3 method for ZeroCurve
interpolate_fwds(x, from, to, ...)

# S3 method for ZeroCurve
interpolate_dfs(x, from, to, ...)

Arguments

x	the object to interpolate
from	a Date vector representing the start of the forward period
to	a Date vector representing the end of the forward period
...	further arguments passed to specific methods

Value

interpolate_dfs returns a DiscountFactor object of forward discount factors while interpolate_fwds returns an InterestRate object of interpolated simply compounded forward rates.

See also

Other interpolate functions: interpolate.VolSurface, interpolate.ZeroCurve, interpolate_zeros, interpolate