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, ...)
the object to interpolate
a Date vector representing the start of the forward period
a Date vector representing the end of the forward period
further arguments passed to specific methods
interpolate_dfs returns a DiscountFactor object
of forward discount factors while interpolate_fwds returns an
InterestRate object of interpolated simply compounded
forward rates.
Other interpolate functions: interpolate.ZeroCurve,
interpolate_zeros,
interpolate