Interpolation from Dated Curve Points

Last updated 9 November 2026

1 GIAnalyzer function for Excel. Optional arguments are shown in [brackets].

GIA_Other_MultipleInterpolationFromArrays

Interpolates an interest rate from a table of dated curve points: selects the rows observed on a given date and interpolates linearly between them.

GIA_Other_MultipleInterpolationFromArrays(allDates, allDays, allRates, TDate, Days)

Argument	Use	Description
`allDates`	Required	The observation date of each row. Only the rows whose date equals TDate are used.
`allDays`	Required	The maturity date of each row's rate, as an Excel date serial number.
`allRates`	Required	The interest rate of each row.
`TDate`	Required	The target date for the interpolation.
`Days`	Required	The time basis for the accrual period calculation (act/360, act/365, act/act, 30E/360, 30I/360)