[R] Help with interpolation

[beanbandit]

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!




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