Hi,
I am looking to interpolate between multiple variable where I have two X variables Bank name and date and return the respective rate. The problem I have is that when the data falls outside the date rate it interpolates with another bank, when I would like to truncate it to the lowest/highest value for that bank.
Bank Maturity Currency Rate
ABBEYNAT 29/05/2012 CHF 0.01
ABBEYNAT 29/05/2012 CHF 0.01
ABBEYNAT 04/06/2012 CHF 0.01
ABBEYNAT 26/06/2012 CHF 0.03
ABBEYNAT 02/07/2012 CHF 0.03
ABBEYNAT 26/07/2012 CHF 0.15
ABBEYNAT 02/08/2012 CHF 0.15
ABBEYNAT 27/08/2012 CHF 0.2
ABBEYNAT 03/09/2012 CHF 0.2
ABBEYNAT 26/09/2012 CHF 0.3
ABBEYNAT 02/10/2012 CHF 0.3
ABBEYNAT 26/10/2012 CHF 0.4
ABBEYNAT 02/11/2012 CHF 0.4
ABBEYNAT 28/01/2013 CHF 0.55
ABBEYNAT 04/02/2013 CHF 0.55
ABBEYNAT 26/04/2013 CHF 0.75
ABBEYNAT 02/05/2013 CHF 0.75