hi guys I need to interpolate values for the zero coupon yield curve. Following data is given
date days rate 1996 01 02 15 5.74590 1996 01 02 50 5.67332 1996 01 02 78 5.60888 1996 01 02 169 5.47376 1996 01 02 260 5.35267 1996 01 02 351 5.27619 1996 01 03 14 5.74740 1996 01 03 49 5.67226 1996 01 03 77 5.60371 1996 01 03 168 5.47058 1996 01 03 259 5.34662 1996 01 03 350 5.26630 For every day i have to interpolate 10 values, for example for maturities of 30,60 or 90 days. I have interpolate data for a one year period, 10 interpolation values a day, so that equals 3600 values. what's the easiest way to implement this in R? please hlep! -- View this message in context: http://r.789695.n4.nabble.com/Help-with-interpolation-tp4655843.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.