VBA linear interpolation FX forward points

[macfoolish]

Hi community,

please bear with me this is my first post. I do have basic VBA knowledge but Im struggeling to achieve the following. I do have curve of forward pts from bloomberg or reuters as you can see from below html code.

What I try to generate automatically is the yellow area. Basically daily fwds point and Outrights, assuming start date is trade date. First issue is the quotation standard, all starts with the Spot Rate which is basically a forward outright rate which needs to be transformed using on and fwd pts.

Any ideas how to tackle that?

Sheet1

	A	B	C	D	E	F	G	H	I	J	K
Curve Date /Trade Date
Term	Start Date	End Date	Days	Fwd Pts	Outright
ON
TN
Spot	-
SN
SW
2w
3w
1M

<colgroup><col style="font-weight:bold; width:30px; "><col style="width:64px;"><col style="width:70px;"><col style="width:70px;"><col style="width:70px;"><col style="width:64px;"><col style="width:64px;"><col style="width:64px;"><col style="width:70px;"><col style="width:64px;"><col style="width:64px;"><col style="width:64px;"></colgroup><tbody>
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=cacaca]#cacaca[/URL] , align: center"]1[/TD]

[TD="align: right"]16. Nov 17[/TD]

[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=cacaca]#cacaca[/URL] , align: center"]2[/TD]

[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=cacaca]#cacaca[/URL] , align: center"]3[/TD]

[TD="colspan: 4, align: center"]VBA Output Linear Interpolation[/TD]

[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=cacaca]#cacaca[/URL] , align: center"]4[/TD]

[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] "]Start Date[/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] "]Days[/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] "]Outright[/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] "]Fwd Pts[/TD]

[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=cacaca]#cacaca[/URL] , align: center"]5[/TD]

[TD="align: right"]16-Nov-17[/TD]
[TD="align: right"]17-Nov-17[/TD]
[TD="align: right"]1[/TD]
[TD="align: right"]1[/TD]
[TD="align: right"]1.199595[/TD]

[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]16. Nov 17[/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] "] [/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]1.199595[/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] "] [/TD]

[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=cacaca]#cacaca[/URL] , align: center"]6[/TD]

[TD="align: right"]17-Nov-17[/TD]
[TD="align: right"]20-Nov-17[/TD]
[TD="align: right"]3[/TD]
[TD="align: right"]3.05[/TD]
[TD="align: right"]1.199695[/TD]

[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]17. Nov 17[/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]1[/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]1.199695[/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]1.00[/TD]

[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=cacaca]#cacaca[/URL] , align: center"]7[/TD]

[TD="align: right"]20-Nov-17[/TD]

[TD="align: right"]0[/TD]
[TD="align: right"]1.2[/TD]
[TD="align: right"]1.2[/TD]

[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]18. Nov 17[/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]2[/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]1.199797[/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]2.02[/TD]

[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=cacaca]#cacaca[/URL] , align: center"]8[/TD]

[TD="align: right"]20-Nov-17[/TD]
[TD="align: right"]21-Nov-17[/TD]
[TD="align: right"]1[/TD]
[TD="align: right"]0.95[/TD]
[TD="align: right"]1.200095[/TD]

[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]19. Nov 17[/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]3[/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]1.199898[/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]3.03[/TD]

[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=cacaca]#cacaca[/URL] , align: center"]9[/TD]

[TD="align: right"]20-Nov-17[/TD]
[TD="align: right"]27-Nov-17[/TD]
[TD="align: right"]7[/TD]
[TD="align: right"]7.1[/TD]
[TD="align: right"]1.20071[/TD]

[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]20. Nov 17[/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]4[/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]1.2[/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]4.05[/TD]

[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=cacaca]#cacaca[/URL] , align: center"]10[/TD]

[TD="align: right"]20-Nov-17[/TD]
[TD="align: right"]4-Dec-17[/TD]
[TD="align: right"]14[/TD]
[TD="align: right"]14.3[/TD]
[TD="align: right"]1.20143[/TD]

[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]21. Nov 17[/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]5[/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]1.200095[/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]5.00[/TD]

[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=cacaca]#cacaca[/URL] , align: center"]11[/TD]

[TD="align: right"]20-Nov-17[/TD]
[TD="align: right"]11-Dec-17[/TD]
[TD="align: right"]21[/TD]
[TD="align: right"]21.5[/TD]
[TD="align: right"]1.20215[/TD]

[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]22. Nov 17[/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]6[/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]1.200203[/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]6.08[/TD]

[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=cacaca]#cacaca[/URL] , align: center"]12[/TD]

[TD="align: right"]20-Nov-17[/TD]
[TD="align: right"]18-Dec-17[/TD]
[TD="align: right"]28[/TD]
[TD="align: right"]27[/TD]
[TD="align: right"]1.2027[/TD]

[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]23. Nov 17[/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]7[/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]1.200304[/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]7.09[/TD]

[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=cacaca]#cacaca[/URL] , align: center"]13[/TD]

[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]24. Nov 17[/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]8[/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]1.200406[/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]8.11[/TD]

[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=cacaca]#cacaca[/URL] , align: center"]14[/TD]

[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]25. Nov 17[/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]9[/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]1.200507[/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]9.12[/TD]

[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=cacaca]#cacaca[/URL] , align: center"]15[/TD]

[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]26. Nov 17[/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]10[/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]1.200609[/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]10.14[/TD]

[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=cacaca]#cacaca[/URL] , align: center"]16[/TD]

[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]27. Nov 17[/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]11[/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]1.20071[/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]11.15[/TD]

[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=cacaca]#cacaca[/URL] , align: center"]17[/TD]

[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]28. Nov 17[/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]12[/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] "] [/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] "] [/TD]

[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=cacaca]#cacaca[/URL] , align: center"]18[/TD]

[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]29. Nov 17[/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]13[/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] "] [/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] "] [/TD]

[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=cacaca]#cacaca[/URL] , align: center"]19[/TD]

[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]30. Nov 17[/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]14[/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] "] [/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] "] [/TD]

[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=cacaca]#cacaca[/URL] , align: center"]20[/TD]

[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]01. Dez 17[/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] , align: right"]15[/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] "] [/TD]
[TD="bgcolor: [URL=https://www.mrexcel.com/forum/usertag.php?do=list&action=hash&hash=ffff00]#ffff00[/URL] "] [/TD]

</tbody>

Spreadsheet Formulas

Cell Formula D5 =C5-B5 F5 =F6-E5/10000 D6 =C6-B6 F6 =F7-E6/10000 F7 =E7 D8 =C8-B8 F8 =$F$7+E8/10000 D9 =C9-B9 F9 =$F$7+E9/10000 D10 =C10-B10 F10 =$F$7+E10/10000 D11 =C11-B11 F11 =$F$7+E11/10000 D12 =C12-B12 F12 =$F$7+E12/10000 H17 =H16+1 I17 =H17-$H$5 H18 =H17+1 I18 =H18-$H$5 H19 =H18+1 I19 =H19-$H$5 H20 =H19+1 I20 =H20-$H$5 <tbody> </tbody>

<tbody>
</tbody>

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