Interest Rate from an Interest Rate 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_IRfromIRCurve
Interpolates the interest rate for a specific date, given an interest rate curve.
GIA_IR_IRfromIRCurve(CurveDates, CurveRates, TDate, 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. |
TDate | Required | The target date for the interpolation. |
Interp | Required | The interpolation method (Linear, LogLinear, CubicSpline, Exponential) |