How to do a Linear interpolation in excel?

  • Thread starter Thread starter Guest
  • Start date Start date
G

Guest

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?
 
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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