Hi Guys,
I have been searching the net for a piecewise cubic spline fitting vba code in which I can specify the knots in the curve. Does anyone have it available? I have had no luck finding it so far. All I get is cubic spline codes without having the flexibility to do it piecewise.
I am basically trying to fit the term structure of US interest rates using this interpolation method.
Thanks.
I have been searching the net for a piecewise cubic spline fitting vba code in which I can specify the knots in the curve. Does anyone have it available? I have had no luck finding it so far. All I get is cubic spline codes without having the flexibility to do it piecewise.
I am basically trying to fit the term structure of US interest rates using this interpolation method.
Thanks.