interpolate

interpolate,Interpolation,numeric-method

interpolate,Interpolation,Term-method

<p>This method is internally used by the interpolation engine.
The interpolation function is created by calling <code>prepare_interpolation</code>
method.
This method creates the interpolation funcion with the current state of the
curve object and sets this function to the <code>func</code> slot.</p>

internal

Fixed income mathematics made easy. A rich set of functions
that helps with calculations of interest rates and fixed income.
It has objects that abstract interest rates, compounding factors, day count rules,
forward rates and term structure of interest rates.
Many interpolation methods and parametric curve models commonly used by practitioners
are implemented.

Wilson Freitas

fixedincome

Fixed Income Models, Calculations, Data Structures and
Instruments

interpolate function

Interpolates a SpotRateCurve — interpolate

Interpolates a <code>SpotRateCurve</code>

interpolate: Interpolates a `SpotRateCurve`

Description

Usage

Arguments

Value