## Comp Linear

Subtype of Interp MethodThe reference quantity

**is interpolated according to the QuantLib CompoundedLinearDS method, whereby its discretely compounded transform**

*v***is linearly interpolated, i.e. according to Linear**

*R := m(eᵛᐟᵐ-1)*where

**is a constant denoting the compounding frequency, with - for example,**

*m***meaning annual compounding and**

*m = 1***means semiannual compounding.**

*m = 2*Simple compounding with

**is not supported.**

*m = 0*The constant

**is specified in the Interpolation object mentioned below.**

*m*When

**represents the continuously compounded interest rate over a time period**

*v***,**

*t***represents the corresponding discretely compounded zero rate over the same period**

*R***.**

*t*This is derived from the fact that the interest accrued by

**over**

*v***on a unit notional equals**

*t***, whereas that accrued by**

*eᵛᵗ-1***equals**

*R*

*(1+R/m)ᵗᵐ-1*Setting these two amounts equal to each other leads to the above definition of

*R*This method supports several specifications optionally supplied through an object of type Interpolation

If the latter object is omitted, the default Interp#4 is assumed.