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Exponential Interpolation in VBA

    Question

  • Hey everybody,

    I am a new user of VBA and I am in a hurry of searching the exponential interpolation in VBA.
    A funcion like:

    ExpInterp = F(Pi, Pi+1, Di, Di+1, Dint)

    Where: Pi and Pi+1 are points in the Y vector (e.g. points in a term
    structure)
    Di and Di+1 are points in the X vector (e.g. business days
    --numbers or dates)
    Dint the date of which you want the interpolation (it has
    to be a number between Di and Di+1

    Many thanks to give me the VBA code!
    Thursday, August 27, 2009 2:14 PM

Answers