title: Merging two different data frames in R
body: <p>I have two data frames. 
  The one consists of three variables, namely "date", "strike" and "vol" with 20 observations a day, 100 a month and 1200 a year (in trading days), which looks like this   </p>
  
  <pre><code>Date         Price       Vol
  2008-09-01   20          0.2
  2008-09-01   30          0.5
  ...
  </code></pre>
  
  <p>So for each month I have certain values for price and vol, ranging from 10 to 40, 0.1 to 0.7, respectively.<br>
  The second one includes interpolated values from the first one. So I do not have the date anymore, however small steps for the other variables:</p>
  
  <pre><code>  Price       Vol
     20          0.2
     21          0.21
     22          0.24
     30          0.5
  </code></pre>
  
  <p>So, while one frame shows values in a discrete time, the other one is more or less of continuous nature.<br>
  Now my question: how is it possible to tell R to merge the second data frame into the first one, taking over the dates for the continuous prices/vols between the two discrete ones, to get to something like this:</p>
  
  <pre><code>Date         Price       Vol
  2008-09-01   20          0.2
  2008-09-01   21          0.21
  2008-09-01   22          0.24
  ...
  2008-09-01   30          0.5
  </code></pre>
  
  <p>I just cannot figure out how to do it. I always ended up with NA values for the dates which are no longer in ascending order.</p>
  
  <p>Thank you very much for your support<br>
  Dani</p>