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Computing > Apps Spreadsheets > Exponetial Inte...
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Exponetial Interpolation VBA Code

by AF <marcelaan@[EMAIL PROTECTED] > Jul 9, 2007 at 01:02 PM

Hello folks,

does any one have a VBA Code for Exponential Interpolation in Excel? I
have the formula but since I am a "new guy" at VBA programming I am
having a hard time trying to implement it.

Formula:

ExpInterp = { (1+Pi)^Di  * [(1+ Pi+1)^(Di+1)/(1+Pi)^Di]^((Dint-Di)/(Di
+1-Di)) }^(1/Dint)-1

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


Thanks in advance.
 




 7 Posts in Topic:
Exponetial Interpolation VBA Code
AF <marcelaan@[EMAIL P  2007-07-09 13:02:42 
Re: Exponetial Interpolation VBA Code
dougaj4@[EMAIL PROTECTED]  2007-07-10 01:22:44 
Re: Exponetial Interpolation VBA Code
rombonacho@[EMAIL PROTECT  2007-08-01 21:17:34 
Re: Exponetial Interpolation VBA Code
David B <daveb@[EMAIL   2007-08-07 13:18:28 
Re: Exponetial Interpolation VBA Code
David B <daveb@[EMAIL   2007-08-07 19:47:51 
Re: Exponetial Interpolation VBA Code
dougaj4@[EMAIL PROTECTED]  2007-08-10 23:55:31 
Re: Exponetial Interpolation VBA Code
rombonacho@[EMAIL PROTECT  2007-08-16 20:57:11 

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tan12V112 Mon Sep 8 8:48:14 CDT 2008.