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, ...)
the object to interpolate
a Date vector representing the date at which to interpolate a value
a valid compounding string.
a valid day basis string.
further arguments passed to specific methods
an InterestRate object of interpolated zero rates