SmartModels™ Utilities: Interpolate

As cash flow consultants, we work with yield curves quite a bit—often incomplete ones. How do you generate a 30 year, annual scale starting from 5 to 8 points? Sure, you can build a bunch of interpolation formulas in Excel, but this is slow and error-prone.

Interpolate in SmartModels™ Utilities makes this a snap:

  • Highlight your 2 column input range of dates and amounts.
  • Select your output range.
  • Select from 'Linear' or 'Cubic Spline' interpolation.
  • Click the Interpolate button. 

BENEFITS

  • Speed - in seconds you can interpolate data points only limited by the number of rows in Excel. 
  • Accuracy - no messy formulas required which are prone to error.
  • Simple - clean user interface with flyover help for each input.
  • Speed, again - Data persists in the interface until the user changes it, saving additional time when recalculating.