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I am basically trying to fit the term structure of US interest rates using this interpolation method. Thanks. Excel Facts.

Sep 18, 2010 · Either email addresses are anonymous for this group or you need the view member email addresses permission to view the original message. to excel-...@googlegroups.com. Hi, I can confirm that this macro gives the same results as a C/C++ cubic spline interpolation algorithm I am using. Thank you.

1, Cubic Spline Excel Function: This function was written in VBA and resides in a macro module in this workbook. An example of how using the cubic_spline ...

09.06.2008 · Function cubic_spline(input_column As Range, _ output_column As Range, _ x As Range) does not seem to work. I tried an on line VBA to OpenOffice Basic converter found here and with input as above, the result is Code: Select all Expand view Collapse view Function cubic_spline(input_column As Dim oSheet as Object

It would even be better if the function could be a cubic spline interpolation instead of a linear interpolation. Excel can graph the above ...

The AL-Spline-Matrix spreadsheet contains a large number of VBA user defined functions (UDFs) performing spline fitting and matrix ...

In MS Excel, press Alt+F11 to open the Visual Basic Editor (Windows). Via top menu: Insert → Module. Copy the MS Excel VBA code of the functions into the module. Generic helper function to read range data into single dimensional array. Your input data can now be column organized (default table) or row organized (transposed default table).

29.03.2022 · Hi Guys, By referring to the older post, I found something below as Cubic Spline Interpolation. The formula I found was s (x) = a (x-xi)^3+ b (x-xi)^2 + c (x-xi) + d, I would like to understand how it translate to the algorithm below. Much Appreciate. Function spline (periodcol As Range, ratecol As Range, x As Range) Dim period_count As Integer.

16.05.2019 · In this lesson you’ll learn about:• How to apply cubic spline to interpolate a value between two points• How to develop a cubic spline code

Jul 19, 2013 · Function cubic_spline (input_column As Range, _ output_column As Range, _ x As Range) 'Purpose: Given a data set consisting of a list of x values ' and y values, this function will smoothly interpolate ' a resulting output value from a given input (x) value ' This counts how many points are in "input" and "output" set of data

The value of the calculated spline value for the interpolated period will be 4.87. Columns D and E can be copied down to create the entire curve for the X periods required in column D. Of course the spline funtion first needs to added to a VBA project. …

Too bad I couldn't use what I found on Internet because every function I try calculates Y from a specified X (below an example of code). Can ...

Can anyone point me to a VBA code to perform cubic spline interpolation. Or can anyone ponit me to a reference on the cubic spline interpolation process.

Bilinear interpolation - VBA code to be put in a module. In MS Excel, press Alt+F11 to open the Visual Basic Editor (Windows). Via top menu: Insert → Module. Copy the code below into the module. Public Function InterpolateXY (ByRef X As Range, ByRef Y As Range, ByRef XRange As Range, ByRef YRange As Range, ByRef ValueTable As Range) As Double ...

Oct 25, 2013 · A linear interpolation would give me too much error, so I guess I would use a Cubic Spline. What I need to do is to calculate the X parameter where my Y REALLY is = 0. Too bad I couldn't use what I found on Internet because every function I try calculates Y from a specified X (below an example of code).

06.12.2005 · Cubic Spline Interpolation. Can anyone point me to a VBA code to perform cubic spline interpolation. Or can anyone ponit me to a reference on the cubic spline interpolation process. I can't seem to find anything with numerical examples in the net for easy understanding. Register To Reply.

VBA Spline Interpolation. GitHub Gist: instantly share code, notes, and snippets.

Dec 06, 2005 · Cubic Spline Interpolation. Can anyone point me to a VBA code to perform cubic spline interpolation. Or can anyone ponit me to a reference on the cubic spline interpolation process. I can't seem to find anything with numerical examples in the net for easy understanding. Register To Reply.

VBA Spline Interpolation. Public Function SolveForDerivatives (xArray As Range, yArray As Range) SolveForDerivatives = WorksheetFunction.MMult (Ainverse, w) Public Function SplineInterpolate (xArray As Range, yArray As Range, xInRange As Range) SplineInterpolate = InterpolateOnePoint (x, y, yDerivs, xIn)

You can create a user defined function to calculate interpolated values of the gilt curve using a cubic spline.

Hi I am trying to migrate to OOo after years of Excel torture. I have a problem with a small VBA program that I've used many times ...

18.09.2010 · Either email addresses are anonymous for this group or you need the view member email addresses permission to view the original message. to excel-...@googlegroups.com. Hi, I can confirm that this macro gives the same results as a C/C++ cubic spline interpolation algorithm I am using. Thank you.

VBA Spline Interpolation. Public Function SolveForDerivatives (xArray As Range, yArray As Range) SolveForDerivatives = WorksheetFunction.MMult (Ainverse, w) Public Function SplineInterpolate (xArray As Range, yArray As Range, xInRange As Range) SplineInterpolate = InterpolateOnePoint (x, y, yDerivs, xIn)

Created on April 25, 2011 Cubic splines in Excel 2010 I am interested in using cubic splines to do data interpolation and extrapolation in Excel 2010. I have heard of the add-on package xlxtrfun, however it apparently is not compatible with Excel 2010. From what I understand, the spline functionality needs to be written as a VBA macro.