Interest Rate from a Discount Factor Curve
Last updated 9 November 2026
Function reference › Interest Rates › Interest Rates
1 GIAnalyzer function for Excel. Optional arguments are shown in [brackets].
GIA_IR_IRfromDFCurve
Interpolates the interest rate for a specific date, given a discount factor curve.
GIA_IR_IRfromDFCurve(CurveDates, CurveRates, T0, TDate, Comp, Days, Interp)| Argument | Use | Description |
|---|---|---|
CurveDates | Required | The array of dates in the interest rate curve. |
CurveRates | Required | The array of rates in the interest rate curve. |
T0 | Required | The start date of the interest rate perdiod. |
TDate | Required | The target date for the interpolation. |
Comp | Required | The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous) |
Days | Required | The time basis of the interest rates (act/360, act/365, act/act, 30E/360, 30I/360) |
Interp | Required | The interpolation method (Linear, LogLinear, CubicSpline, Exponential) |