Hi,

I am facing a problem in extrapolation of data series. It is a series of
Bond yields, I am having the yield for 1 year to 30 years. I want to find
the yield for 0.5 year and 30.5 years. I used the Langrange's Extrapolation
but the extrapolation deviates from the normal trend ( as we can see in
theoritical yield curves) very sharply, as go on increasing my years from 30
years to 35 years as well as from 1 year to 10 days(i.e. 10/365 years), on
both the ends. I am having nearly 20,000 interpolated points between 1 year
and 30 yrs. Can anybody help me in my extrapolating problem. I know this
question is not for this list and it does not fits into R-help mailing list.
But, i feel confident that i will get my answer here, hence mailing it.

thanks in advance

-gaurav. :-)

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