LIBOR is based on the "Modified Following Business Day" convention. Contract
durations span from overnight to 12 months; I'm working with the 12 monthly
contracts. I was hoping to find an Excel function, but no luck.

My convoluted method starts with determining if a day is a business day,
then calculating the Modified Following Business Day, then calculating the 12
dates 1 to 12 months out (harder than it seems because of February), and
looking up the Modified Following Business Days.

I can post my formulas, but they're pretty ugly. Does anyone have something
"less indirect"?