excelvbainterpolationlinear-interpolationcubic-spline

Is it possible to Interpolate without loop

I was wondering if it was possible to interpolate without using loop in order to earn processing time.

Note : Interpolation goal is to calculate point which does not exist on my curve. For Example the rate for 9 october 2021

Curve Example

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Actually I am using a For loop in order to browse my curve to calculate the point. Does a Smartest way exist ?

Function DCF(Periode As Double) As Double
Dim x As Integer
For x = 1 To 21
    Date1 = ThisWorkbook.Worksheets("Courbes").Range("PeriodeCourbe").Offset(x).Value
    Date2 = ThisWorkbook.Worksheets("Courbes").Range("PeriodeCourbe").Offset(x + 1).Value
    TauxMid1 = ThisWorkbook.Worksheets("Courbes").Range("Mid").Offset(x).Value
    tauxMid2 = ThisWorkbook.Worksheets("Courbes").Range("Mid").Offset(x + 1).Value
    If Periode >= Date1 And Periode < Date2 Then DCF = 1 / (Date2 - Date1) * ((Periode - Date1) * tauxMid2 + (Date2 - Periode) * TauxMid1)
Next
End Function

I am using spline cubic interpolation but a simple example with linear interpolation will help me to build my own function.

Solution

  • Yes you can do it more efficiently without a loop using approximate MATCH/VLOOKUP.

    see my post here for code and a comparison of the 2 methods.

    https://fastexcel.wordpress.com/2011/06/06/writing-efficient-vba-udfs-part-2/