Linear Interpolation in (Kdb+/ Q)

Question

I have a pivoted table in Kdb+ with columns state, callable, matureyear, couponrate and rating columns. Rating columns are AAA, AA+, AA, AA- which are pivoted columns with yield as values.

State column has data types symbol and values as states CA, TX, NY, etc. Callable column has data types symbol and values Y or N. Couponrate column has data types float and values values 1, 2, 3, 4, 5, 6. Matureyear column has data types j (long) and values values 1, 2, 3,…,30. AAA, AA+, AA and AA- columns have yield values and float as the data type.

Data:

State	Callable	Couponrate	Matureyear	AAA	AA+	AA	AA-
MA	Y	1	2		4.34
CA	N	5	5				4.64
TX	Y	3	10	4.24
PA	N	4	5			4.34
NY	N	5	5				4.64
TX	N	5	10	4.24

I want to fill the missing values for columns AAA, AA+, AA, AA- for the each distinct group (state + callable + couponrate) for matureyear 0 to 30.

I have tried to generate possible combinations of all distinct group.

// Generate all possible combinations of matureyear (0 to 30) for each group 
maxYear: 30; 
uniqueKeys: distinct select state, callable, couponrate from data; 
    
// Create a table with all possible combinations 
//    of state, callable, couponrate, and matureyear
allMatureYears:raze {x cross enlist each til maxYear + 1} each uniqueKeys;
allMatureYears: (allMatureYears[`state];
                 allMatureYears[`callable];
                 allMatureYears[`couponrate]; 
                 allMatureYears[`matureyear]);

However, kdb throws the ‘type error in the cross function.

Answer 1

allMatureYears:distinct select state, callable, couponrate from data;
allMatureYears:update matureyear:count[i]#enlist til maxYear + 1 from allMatureYears
allMatureYears:ungroup allMatureYears
allMatureYears: value flip allMatureYears