5.116 interpolate_curve_vectorized_mc

Loadable Function: retvec = interpolate_curve_vectorized_mc(nodes,rates,timestep)

Linear interpolation of a single timestep 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: row vector of nodes
• rates: Matrix of column vector with rates (scenario = rows)
• timestep: Timestep to interpolate (integer)
• retvec: Result: Matrix with interpolated rates (rows) for each timestep (column)