SQL Server view: how to add missing rows using interpolation

Posted by Christopher Klein on Stack Overflow See other posts from Stack Overflow or by Christopher Klein
Published on 2009-05-28T13:15:09Z Indexed on 2010/04/06 20:03 UTC
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Filed under:

sql-server

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sql

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view

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linear

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interpolation

Running into a problem.

I have a table defined to hold the values of the daily treasury yield curve.

It's a pretty simple table used for historical lookup of values.

There are notibly some gaps in the table on year 4, 6, 8, 9, 11-19 and 21-29.

The formula is pretty simple in that to calculate year 4 it's 0.5*Year3Value + 0.5*Year5Value.

The problem is how can I write a VIEW that can return the missing years?

I could probably do it in a stored procedure but the end result needs to be a view.

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