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.
Defaults to NULL
which uses the curve's native compounding basis
a valid day basis string.
Defaults to NULL
which uses the curve's native day basis.
further arguments passed to specific methods
an InterestRate object of interpolated zero rates
with the compounnding
and day_basis
requested.
Other interpolate functions: interpolate.ZeroCurve
,
interpolate_dfs
, interpolate