How to do a Linear interpolation in excel?
 

I need to find a function that permites me to create a rule for linear
interpolation for virtually any point given an array of dates and discount
factors. For a given date how can I calculate the aproximate discount factor?

How to do a Linear interpolation in excel?
 

Assuming the discount factors follow a linear pattern relative to the dates
you can use:

=FORECAST(<new date,<range of discount factors,<range of corresponding
dates)

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Regards,
Dave


"Ines" wrote:

I need to find a function that permites me to create a rule for linear
interpolation for virtually any point given an array of dates and discount
factors. For a given date how can I calculate the aproximate discount factor?