Ref Date Interp

Key Ref Date Interp of function Get Value in Historical Valuesrefers to an optional boolean that determines how the coefficients of the linear interpolation involved in the derivation of the requested historical value are chosen.
The default is FALSE, whereby the historical value H corresponding to the target date T⁻ = T - L is constructed by linearly interpolating the values H⁻₁ and H⁻₂ of which the corresponding dates T⁻₁ and T⁻₂ bracket the target date, using the following formula:
H = H⁻₁ + s⁻(T⁻ - T⁻₁)
with the slope s⁻ = (H⁻₂ - H⁻₁)/(T⁻₂ - T⁻₁)
T is the reference date defined in Ref Date and L is the lag interval defined in Lag

If set to TRUE, the target date is still the T⁻ = T - L and the two bracket historical values are still the values corresponding to the dates that bracket the target date.
But all these mentioned dates do not participate in the linear interpolation formula.
Instead the coefficients are formed with the help of the date T and the two dates T₁ = T⁻₁ + L and T₂ = T⁻₂ + L that bracket the target date T.
The applicabe formula is:
H = H⁻₁ + s(T - T₁)
with the slope s = (H⁻₂ - H⁻₁)/(T₂ - T₁)