MBRM - MB Risk Management
29 Throgmorton Street
London EC2N 2AT
United Kingdom

Email: sales@mbrm.com
Phone: +44 20-7628 2007
Fax: +44 20-7628 2008

The interpolating add-in contains a number of interpolating lookup functions (straight line, cubic splining, exponentials and polynomial least squares fit etc.) which has a wide variety of uses, including to perform lookups on one or two dimensional volatility smiles and surfaces, forward commodity rates, forward FX points etc. The two dimensional lookup capability is especially useful for looking up swaption volatilities.

The interpolating add-in can be used by itself or with any (or all) of our other add-ins, thus providing the ability to create complex term structure models.

Why not consider MBRM Comprehensive Combined Package : An inclusive package of our main software packages (This would be a massive saving on the individual selling price of these packages)

CLICK HERE to see our latest Price List.

Click the thumbnails below for screenshots of our sample spreadsheets:

1 way Lookup 2 way Lookup