interp_flatforward creates a FlatForward interpolation object.
interp_linear creates a Linear interpolation object.
interp_loglinear creates a LogLinear interpolation object.
interp_naturalspline creates a NaturalSpline interpolation object.
interp_hermitespline creates a HermiteSpline interpolation object.
interp_monotonespline creates a MonotoneSpline interpolation object.
interp_nelsonsiegel creates a NelsonSiegel interpolation object.
The arguments beta1, beta2, beta3, lambda1 are the paremeters of
the Nelson-Siegel model for term structure.
interp_nelsonsiegelsvensson creates a NelsonSiegelSvensson
interpolation object.
The arguments beta1, beta2, beta3, beta4, lambda1, lambda2 are
the paremeters of Svensson's extension to Nelson-Siegel the model for
term structure.