Interpolating Yield Curve
If A1 has 5-year rate, and A2 has 7-year rate, then the arithmetic
interpolation is:
=a1+(a2-a1)/2
If you want to do some other interpolation, then post back. Simply request
help on interpolating data. Also, be sure to mention how many data points
you have. You can't do much with two data points, but if you had more that
would help.
Regards,
Fred
wrote in message
...
Hi, I would like to ask you whether you know an excel addin for
interpolation a missing maturity in the yields? For example I have the
5 and 7 years and would like to interpolate the 6th year. Many Thanks
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