Interpolated Yield Spreads

I’ve seen two different examples of calculating the interpolated yield.

One uses the maturities of the benchmark bonds, the other uses the duration.
Duration certainly seems more practical, but I’m not sure when/where to use each, or if I should always use duration or maturity?

Last year there had been an erratum on this, but I don’t recall on which they settled as correct.

Unfortunately, I think that this year that erratum has vanished.

Interpolate interest rates from selected risk factors
Because the 1.25 year interest rate is not used directly. We need to divide the position into two time points of the risk factor. How much equinox should be distributed over a 1 year period and how much should it be distributed over a 2 year period?