NAME Finance::YieldCurve - provides methods for interpolation on interest rates or dividends SYNOPSIS use Finance::YieldCurve; my $rates = Finance::YieldCurve->new( data => { 1 => 0.014, 7 => 0.011, 14 => 0.012, }, asset => 'USD', ); # For dividends, we return the closest value with no interpolation my $dividend_rate = $rates->find_closest_to(7 * 24 * 60 * 60); # For interest rates, we interpolate linearly between the points my $interest_rate = $rates->interpolate(7 * 24 * 60 * 60); DESCRIPTION Handles interpolation methods for different types of yield curve. Instantiate with a set of data points, then use either the "find_closest_to" or "interpolate" methods to find the appropriate value for a given time (measured in years). ATTRIBUTES data The data points, as a hashref of days => value. asset String representing the currency, stock or index, for example USD. METHODS interpolate Get the interpolated rate for this yield curve over the given time period (fractional years). Example: my $rate = $curve->interpolate(7 * 24 * 60 * 60); find_closest_to Returns the closest point to the request value. Example: my $rate = $curve->find_closest_to(7 * 24 * 60 * 60); day_count Returns the day count for our asset. This is an integer value, and will either be 365 or 360.