Hi guys,

I want to learn how to do interpolation calculationg using Excel.

Interpolation start date is 3/16/06
Interpolation end date is 6/15/06

2M Libor rate at 05/16/06 is 4.82625
3M Libor rate at 06/16/06 is 4.91688

I need to find out LIBOR rate at 6/15/06
(The rate that I received from the counterparty is 4.91396)