5.115 interpolate_curve_vectorized

Loadable Function: retvec = interpolate_curve_vectorized(nodes,rates,,timesteps)

Linear interpolation of a vector of timesteps for all scenarios of a rate matrix.

This function should be called from interpolate_curve only which handles all input and ouput data.

Input and output variables:

• nodes: Column vector of nodes
• rates: Matrix of column vector with rates (scenario = rows)
• timesteps: Column vector of timesteps to interpolate.
• retvec: Result: Matrix with interpolated rates (rows) for each timestep (column)