 |
Anthony's VBA Forum Where the knowledge is shared |
|
|
View previous topic :: View next topic |
Author |
Message |
NB
Joined: 23 Dec 2004 Posts: 1
|
Posted: Fri Dec 24, 2004 12:14 am Post subject: Do you know how to make Yield Curve using Spline in VBA? |
|
|
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 |
|
Back to top |
|
 |
Data Moderator


Joined: 06 Oct 2004 Posts: 33 Location: NY
|
Posted: Fri Dec 24, 2004 11:12 pm Post subject: |
|
|
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. _________________ Data
Knowledge is Power |
|
Back to top |
|
 |
|
|
You cannot post new topics in this forum You cannot reply to topics in this forum You cannot edit your posts in this forum You cannot delete your posts in this forum You cannot vote in polls in this forum
|
Powered by phpBB © 2001, 2002 phpBB Group
|