Hi, I am facing a problem in extrapolation of data series. It is a series of Bond yields, I am having the yield for 1 year to 30 years. I want to find the yield for 0.5 year and 30.5 years. I used the Langrange's Extrapolation but the extrapolation deviates from the normal trend ( as we can see in theoritical yield curves) very sharply, as go on increasing my years from 30 years to 35 years as well as from 1 year to 10 days(i.e. 10/365 years), on both the ends. I am having nearly 20,000 interpolated points between 1 year and 30 yrs. Can anybody help me in my extrapolating problem. I know this question is not for this list and it does not fits into R-help mailing list. But, i feel confident that i will get my answer here, hence mailing it. thanks in advance -gaurav. :-) [[alternative HTML version deleted]]