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[HELP] Bi-linear interpolation on a matrix: vba code?
Hi all,i'm currently handling a vol surface, contributed by a broker,strikes on one axis and maturity on the other.As i need to interpolate that surface, for any maturity and strikes i'm just wondering if someone wrote a VBA code to do that in an effective way.I'm currently using a loto of vlookup and hlookup functions and i don't like that so much: i'd prefer to have a macro doing the dirty job.Thanks,Napalm