This interpolates zero rates from either a ZeroCurve or some other object that contains such an object.

interpolate_zeros(x, at, compounding = NULL, day_basis = NULL, ...) # S3 method for ZeroCurve interpolate_zeros(x, at, compounding = NULL, day_basis = NULL, ...)

x | the object to interpolate |
---|---|

at | a Date vector representing the date at which to interpolate a value |

compounding | a valid compounding string.
Defaults to |

day_basis | a valid day basis string.
Defaults to |

... | further arguments passed to specific methods |

an InterestRate object of interpolated zero rates
with the `compounnding`

and `day_basis`

requested.

Other interpolate functions: `interpolate.VolSurface`

,
`interpolate.ZeroCurve`

,
`interpolate_dfs`

, `interpolate`