# Yield curve interpolation at (very) short horizons

I'm struggling to find much information about yield curve interpolation for sub-yearly horizons. Say, one-two months. It seems to be the area where the curvature is usually nontrivial, while after that it's not that different from a straight line, oftentimes.

Is there some method quants use for this task by default, as a simple yet effective estimate? Some industry standard? Or if it's more complicated than that, what literature should I read to get a good overview of existing methodologies?