iti.R

library(tidyverse)

## Warning: package 'tidyverse' was built under R version 3.4.4

## -- Attaching packages ------------------------------------------------------- tidyverse 1.2.1 --

## √ ggplot2 3.1.0     √ purrr   0.2.5
## √ tibble  1.4.2     √ dplyr   0.7.8
## √ tidyr   0.8.1     √ stringr 1.3.1
## √ readr   1.1.1     √ forcats 0.3.0

## Warning: package 'ggplot2' was built under R version 3.4.4

## Warning: package 'tibble' was built under R version 3.4.4

## Warning: package 'tidyr' was built under R version 3.4.4

## Warning: package 'readr' was built under R version 3.4.4

## Warning: package 'purrr' was built under R version 3.4.4

## Warning: package 'dplyr' was built under R version 3.4.4

## Warning: package 'stringr' was built under R version 3.4.4

## Warning: package 'forcats' was built under R version 3.4.4

## -- Conflicts ---------------------------------------------------------- tidyverse_conflicts() --
## x dplyr::filter() masks stats::filter()
## x dplyr::lag()    masks stats::lag()

library(forcats)
swap <-
  tibble::tribble(
    ~tenor, ~value,
    1, -.3,
    2, -.2,
    5, 0.1,
    7, 0.2,
    10, 0.4
  )

model <- approxfun( swap$tenor,swap$value)

model(5)

## [1] 0.1