### Excel Spreadsheet Function for Bicubic Interpolation

Suppose you have a grid of points, but you need to know the values somewhere *between* the points. Bicubic interpolation is a great way to do this. This spreadsheet with VBA source code gives a ready-to-use worksheet function that interpolates between any data laid out in a grid using bicubic Lagrange interpolation.

This example shows how to use the custom Excel function `BicubicInterpolation()`

to calculate a value on a volatility surface, something commonly used in financial math for pricing derivatives.

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