# Log-Linear Interpolation

**URL:** <https://discourse.julialang.org/t/log-linear-interpolation/97932>\
**Category:** General Usage\
**Tags:** interpolations\
**Created:** [April 26, 2023, 6:50am UTC](https://discourse.julialang.org/t/log-linear-interpolation/97932 "2023-04-26T06:50:21Z")\
**Posts on this page:** 2\
**Page:** 1

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**Author:** ![Lincoln\_Hannah](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/lincoln_hannah/32/19198_2.png) [@Lincoln\_Hannah](https://discourse.julialang.org/u/Lincoln_Hannah)\
**Post date:** [April 26, 2023, 6:50am UTC](https://discourse.julialang.org/t/log-linear-interpolation/97932/1 "2023-04-26T06:50:21Z")

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Does Interpolations have a log-linear model. Its common for interpolating interest rate curves.  
e.g.

```julia
t = 1:5
zero_rate = .01:.01:.05
discount_factor = @. exp(- t * zero_rate)

log_linear = exp ∘ interpolate( (x,), (t .* zero_rate), Gridded(Linear())) 

#or equivalently 

log_linear = exp ∘ interpolate( (x,), - log.(discount_factor), Gridded(Linear())) 

```

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<div class="post-metadata">

**Author:** ![nilshg](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/nilshg/32/2283_2.png) [@nilshg](https://discourse.julialang.org/u/nilshg)\
**Post date:** [April 26, 2023, 7:54am UTC](https://discourse.julialang.org/t/log-linear-interpolation/97932/2 "2023-04-26T07:54:38Z")

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If you’re talking about the package Interpolations.jl it does not, but maybe look at

> **[GitHub - JuliaActuary/FinanceModels.jl: A simple interface for constructing,...](https://github.com/JuliaActuary/FinanceModels.jl)**
>
> A simple interface for constructing, manipulating, and using yield curves for modeling purposes. - GitHub - JuliaActuary/FinanceModels.jl: A simple interface for constructing, manipulating, and usi...