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Do you know how to make Yield Curve using Spline in VBA?

 
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NB



Joined: 23 Dec 2004
Posts: 1

PostPosted: Fri Dec 24, 2004 12:14 am    Post subject: Do you know how to make Yield Curve using Spline in VBA? Reply with quote

Do you know how to make the Yield Curve using Qubic Spline Method in VBA?

Now, I'm trying to draw the Qubic Spline Yield Curve from the Major Market Data(ex. LIBOR & Swap Rate).
If using the pre-installed Excel-Solver-Addon, I can do it.
But, that way make the calculation speed terrible slowly.

So, I'd like to calculate all procedures in VBA.

Anyone have, or know the Solver/Optimize Module like Excel Solver in VBA?

*VBA Code:[SolverOK ...], is not difference to using solver on spreadsheet.
*Solver DLL(Solver.com) is expensive for me
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Joined: 06 Oct 2004
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PostPosted: Fri Dec 24, 2004 11:12 pm    Post subject: Reply with quote

Don't know about that yield curve, but if you can explain what you need to get from solver may be we can help. There might be some numerical methods out there that can do it.
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