Log linear (money market) interpolation "Pricing derivatives"
Dear all !
I need to interpolate future dollar (FRA)by log linear (money market) methodology.
Anyone knows how can I create log linear interpolation formula in excel ?
Tks
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Log linear (money market) interpolation "Pricing derivatives"Dear all ! I need to interpolate future dollar (FRA)by log linear (money market) methodology. Anyone knows how can I create log linear interpolation formula in excel ? Tks |
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