Interpolate A Date Between Two Other Dates To Get A Value
I have this pandas dataframe:
ISIN MATURITY PRICE 0 AR121489 Corp 29/09/2019 5.300 1 AR714081 Corp 29/12/2019 7.500 2 AT452141 Corp 29/06/2020 2.950 3 QJ100923 Corp 29/09/2020 6.662
My question is if there exists a way to interpolate a date in the column "MATURITY" and get the price value of that date. For example, If I select the date
18/11/2019, the value of the price on that date should be between
7.500. I don't know if what I am asking is possible but thank you so much for taking your time to read it and trying to help me.
What you can do if you wanted a daily frequency interpolated is first create a daily frequency range with your start and end-dates.
new_df = pd.DataFrame() new_df["MATURITY"] = pd.date_range(start='29/09/2019', end='29/09/2020') new_df = pd.concat([new_df,old_df], join="outer", axis=1) new_df["PRICE"] = new_df["PRICE"].interpolate(method = "linear")
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