'Linear Interpolation (e.g. of interest rates or volatilities): x_v = Datevector,y_v = valuevector, X = date

Function inter2(x_v As Object, y_v As Object, X As Variant) As Double
    Dim n As Long, ind As Long, i As Long
    n = x_v.Rows.Count
    If X < x_v(1) Then
        inter2 = y_v(1)
    ElseIf X > x_v(n) Then
        inter2 = y_v(n)
    Else
        For i = 1 To n
            If x_v(i) <= X Then
                ind = ind + 1
            Else
                ind = ind
            End If
        Next
        Dim X1 As Variant, X2 As Variant, Y1 As Double, Y2 As Double
        X1 = x_v(ind)
        X2 = x_v(ind + 1)
        Y1 = y_v(ind)
        Y2 = y_v(ind + 1)
        inter2 = (Y1 * (X2 - X) + Y2 * (X - X1)) / (X2 - X1)
    End If
End Function




'Interpolation of Discountfactors: x_v = Datevector,y_v = discountvector, X = date

Function inter3(x_v As Object, y_v As Object, X As Variant) As Double
    Dim n As Long, ind As Long, i As Long
    n = x_v.Rows.Count
    If X < x_v(1) Then
        inter3 = y_v(1)
    ElseIf X > x_v(n) Then
        inter3 = y_v(n)
    Else
        For i = 1 To n
            If x_v(i) <= X Then
                ind = ind + 1
            Else
                ind = ind
            End If
        Next
        Dim X1 As Variant, X2 As Variant, Y1 As Double, Y2 As Double
        X1 = x_v(ind)
        X2 = x_v(ind + 1)
        Y1 = y_v(ind)
        Y2 = y_v(ind + 1)
        inter3 = Y1 ^ ((X * (X2 - X)) / (X1 * (X2 - X1))) * Y2 ^ ((X * (X - X1)) / (X2 * (X2 - X1)))
    End If
End Function