Spreadsheet: 468002d1467093275-fill-points-using-interpolating-closet-two-points-467994-fill-points-using-interpolating-closet-two-points-copy-of-libor-interpolation-june16
Sheet: EUR LIBOR

 | Days | Rate | slope | intercept |  | Days | Rate |  | slope | intercept
Euro LIBOR - overnight | 1 | -0.0039714 |  | -0.003992816666666667 | remove blank rows and copy down. | 1
Euro LIBOR - 1 week | 7 | -0.0038429 |  | 0.0011142 |  | 2
Euro LIBOR - 2 weeks | 14 | -0.0088 |  | -0.0133374875 |  | 3
Euro LIBOR - 1 month | 30 | -0.0036143 |  | -0.00395 |  | 4
Euro LIBOR - 2 months | 60 | -0.0032786 |  | -0.0039358 |  | 5
Euro LIBOR - 3 months | 90 | -0.00295 |  | 0.0146 |  | 6
Euro LIBOR - 4 months | 120 | -0.0088 |  | -0.0088 |  | 7
Euro LIBOR - 5 months | 150 | -0.0088 |  | -0.04359999999999998 |  | 8
Euro LIBOR - 6 months | 180 | -0.00184 |  | 0.03992000000000001 |  | 9
Euro LIBOR - 7 months | 210 | -0.0088 |  | -0.0088 |  | 10
Euro LIBOR - 8 months | 240 | -0.0088 |  | -0.0088 |  | 11
Euro LIBOR - 9 months | 270 | -0.0088 |  | -0.0088 |  | 12
Euro LIBOR - 10 months | 300 | -0.0088 |  | -0.0088 |  | 13
Euro LIBOR - 11 months | 330 | -0.0088 |  | -0.0992354 |  | 14
Euro LIBOR - 12 months | 360 | -0.0005786 |  | #[NAME]! |  | 15
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