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How to do a Linear interpolation in excel?
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Ines
May 17, 2007, 2:03:00 PM5/17/07
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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?
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?
David Billigmeier
May 17, 2007, 2:10:03 PM5/17/07
to
Assuming the discount factors follow a linear pattern relative to the dates
you can use:
you can use:
=FORECAST(<new date>,<range of discount factors>,<range of corresponding
dates>)
--
Regards,
Dave
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