interpolate_dfs {fmbasics}

Interpolate forward rates and discount factors

Description

This interpolates forward rates and forward discount factors from either a ZeroCurve or some other object that contains such an object.

Usage

interpolate_dfs(x, from, to, ...)

interpolate_fwds(x, from, to, ...)

## S3 method for class 'ZeroCurve'
interpolate_fwds(x, from, to, ...)

## S3 method for class 'ZeroCurve'
interpolate_dfs(x, from, to, ...)

Arguments

x

the object to interpolate

from

a Date vector representing the start of the forward period

to

a Date vector representing the end of the forward period

...

further arguments passed to specific methods

Value

interpolate_dfs returns a DiscountFactor object of forward discount factors while interpolate_fwds returns an InterestRate object of interpolated simply compounded forward rates.

See Also

Other interpolate functions: interpolate.ZeroCurve, interpolate_zeros, interpolate