Let's consider the maturities between 1 and 10 years, on August 1, 2019. There are some missing maturities: 4, 6, 8 and 9. There are many ways to interpolate between these maturities, but we are going to proceed with a linear interpolation. Let's say that you know the rates corresponding to maturity (t) and (t + j), and you are trying to compute the rate for maturity (t + i), where i has to be lower than j, then rt+i = rt + (rt+j rt) (t + i) t (t + j) t 4. Once you have calculated the rates for all 10 maturities, com