Try to use and modify this code apply to your case, if it's any help. Replace Table1 in the first line with the name of your source table.

let
Source = Excel.CurrentWorkbook(){[Name="Table1"]}[Content],

// Group by CurveName
GroupedByCurve = Table.Group(Source, {"CurveName"}, {
    {"Data", each _, type table [CurveName=text, BusinessDays=number, InterestRate=number]},
    {"MinDay", each List.Min([BusinessDays]), type number},
    {"MaxDay", each List.Max([BusinessDays]), type number}
}),

// Generate interpolated data for each curve
InterpolatedData = Table.AddColumn(GroupedByCurve, "InterpolatedData", each 
    let
        AllDays = {[MinDay]..[MaxDay]},
        Interpolate = (day) =>
            let
                SortedData = Table.Sort([Data], {{"BusinessDays", Order.Ascending}}),
                PrevRow = Table.SelectRows(SortedData, each [BusinessDays] <= day),
                NextRow = Table.SelectRows(SortedData, each [BusinessDays] > day),
                Prev = Table.LastN(PrevRow, 1),
                Next = Table.FirstN(NextRow, 1),
                x1 = Prev[BusinessDays]{0},
                y1 = Prev[InterestRate]{0},
                x2 = Next[BusinessDays]{0},
                y2 = Next[InterestRate]{0},
                InterpolatedRate = y1 + (y2 - y1) * (day - x1) / (x2 - x1)
            in
                [BusinessDays = day, InterestRate = InterpolatedRate]
    in
        List.Transform(AllDays, Interpolate)
),

// Expand the interpolated data
ExpandedData = Table.ExpandListColumn(InterpolatedData, "InterpolatedData"),
FinalResult = Table.ExpandRecordColumn(ExpandedData, "InterpolatedData", {"BusinessDays", "InterestRate"}, {"BusinessDays", "InterestRate"}),

// Remove unnecessary columns and sort the result
CleanedResult = Table.RemoveColumns(FinalResult, {"Data", "MinDay", "MaxDay"}),
SortedResult = Table.Sort(CleanedResult, {{"CurveName", Order.Ascending}, {"BusinessDays", Order.Ascending}})

in SortedResult