# yield curve basics

Suppose we observe the following term structure (of annualised spot rates):

• 0-3 Months $$\rightarrow$$ 4.0%.
• 0-6 Months $$\rightarrow$$ 4.2%.
• 0-9 Months $$\rightarrow$$ 4.4%.

Question1) How can we infer (compute) the rates for the period 0-2M and 0-4M. Is there any standard way (interpolation) to do that in the context of no-arbitrage? Any reference?

Thanks!