How to Apply Cubic Spline Interpolation in Excel (with Easy Steps)

Cubic Spline Interpolation is a curve-fitting method to interpolate a smooth curve between discrete data points. We use this interpolation in various applications due to its ability to model smooth and continuous curves that pass through all the data points while being computationally efficient and easy to implement.

Cubic Spline Interpolation in Excel


Step 1 – Set up Data Model for Cubic Spline Interpolation

First, you need to create a dataset for illustration purposes. In this article, we will consider the dataset having two columns titled X Period, Spline Value. We also have two sub-columns named X-Value and Y-Value. These belong to X and Y Coordinates.

  • Build X Period and Spline Value columns throughout B and C.
  • Take another section called X and Y Coordinates in the E and columns.
  • Here, column E represents X-Value, and column F contains Y-Value.

Data model of Cubic Spline Interpolation

Step 2 – Input Required Data into Cubic Spline Model

  • Insert the intended values in the X-Value and Y-Value columns.
  • Input the desired values for the X Period column like the following.

Dataset of Cubic Spline Interpolation

Step 4 – Utilize Excel VBA Code to Build a User-Defined Function

  • Press  ALT + F11  to open VBA Editor.
  • Choose Insert followed by Module and paste the below code.
Function CubicSplineInterpolation(periodValue As Range, rateValue As Range, xValue As Range)

Dim prdCount As Integer
Dim rtCount As Integer

prdCount = periodValue.Rows.Count
rtCount = rateValue.Rows.Count

If prdCount <> rtCount Then
CubicSplineInterpolation = "Error: Range count is not matched."
GoTo endnow
End If

ReDim xn(prdCount) As Single
ReDim yn(prdCount) As Single
Dim cs As Integer

For cs = 1 To prdCount
xn(cs) = periodValue(cs)
yn(cs) = rateValue(cs)
Next cs

Dim n As Integer
Dim i, k As Integer
Dim pq, qn, sg, unr As Single
ReDim u(prdCount - 1) As Single
ReDim yvt(prdCount) As Single

n = prdCount
yvt(1) = 0
u(1) = 0

For i = 2 To n - 1
sg = (xn(i) - xn(i - 1)) / (xn(i + 1) - xn(i - 1))
pq = sg * yvt(i - 1) + 2
yvt(i) = (sg - 1) / pq
u(i) = (yn(i + 1) - yn(i)) / (xn(i + 1) - xn(i)) - (yn(i) - yn(i - 1)) / (xn(i) - xn(i - 1))
u(i) = (6 * u(i) / (xn(i + 1) - xn(i - 1)) - sg * u(i - 1)) / pq

Next i

qn = 0
unr = 0
yvt(n) = (unr - qn * u(n - 1)) / (qn * yvt(n - 1) + 1)

For k = n - 1 To 1 Step -1
yvt(k) = yvt(k) * yvt(k + 1) + u(k)
Next k

Dim kl, kh As Integer
Dim hn, bcs, asp As Single

kl = 1
kh = n

k = kh - kl
If xn(k) > xValue Then
kh = k
kl = k
End If
k = kh - kl
Loop While k > 1
hn = xn(kh) - xn(kl)
asp = (xn(kh) - xValue) / hn
bcs = (xValue - xn(kl)) / hn
yFinal = asp * yn(kl) + bcs * yn(kh) + ((asp ^ 3 - asp) * yvt(kl) + (bcs ^ 3 - bcs) * yvt(kh)) * (hn ^ 2) / 6

CubicSplineInterpolation = yFinal

End Function
  • Press  Ctrl + S  or click the Save icon.

Open VBE to insert User-defined function

Step 4 – Determine Interpolate Y Value Using User-Defined Function in Excel

  • Select the C5 cell and apply the equation below in the Formula bar.


  • Hit the Enter key and drag the Fill Handle icon to C21.
  • You should get the desired output like the below one.

Generate Spline Value for Cubic Spline Interpolation

Step 5 – Display Chart Data for Cubic Spline Interpolation in Excel

  • Select range B5:C21 and go to the Insert tab.
  • Click on the Scatter Chart followed by Scatter with Smooth Lines.

Plat Scatter with Smooth Lines chart using spline value

  • Excel should display the Cubic Spline Interpolation like the following.

Output of Scatter with Smooth Lines chart

  • Insert the X and Y Coordinates into the previous chart to verify the interpolation.

Cubic Spline Interpolation in Excel

Read More: How to Do 2D Interpolation in Excel

Things to Remember

  • The User-Defined function can malfunction if the X Period columns contain a value that crosses the upper and lower boundaries of the X-Value.
  • While saving the workbook, ensure to keep it as the macro-enabled workbook.

Download Practice Workbook

Please click the link below this section if you’d like a free copy of the sample workbook discussed in the presentation.

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Lutfor Rahman Shimanto
Lutfor Rahman Shimanto

Lutfor Rahman Shimanto, BSc, Information Technology, Jahangirnagar University, Bangladesh, has worked with the ExcelDemy project for over a year. He has written 50+ articles and provided solutions of 100+ comments for ExcelDemy. Currently, he works as an Excel & VBA Developer and provides support and solutions in the ExcelDemy Forum. He has solved 100+ ExcelDemy Forum problems. His work and learning interests are in developing various Excel & VBA and Desktop applications. Outside of work, he enjoys Chess... Read Full Bio

  1. interest in robotic math in excell

    • Dear Jay Dee,

      That’s good to hear. We are interested to know more from you.


  2. This interpolation is not correct! The orange Line has to hit the given dots of the blue line as aminimum requirement! Otherwise its not an interpolation at all!

    Please check the formulas! Seems to be a mistake somewhere.

    • Hello Torsten,

      Thank you for bringing this matter to our attention. We will look into the VBA function to see if it can be updated to minimize the deviation of the orange line from the given points.

      Besides, I would like to address your concern regarding interpolation methods. There are some interpolation methods that go through all the given points such as Lagrange interpolation or polynomial interpolation etc. However, interpolation method such as cubic spline interpolation does not necessarily pass through all the given data points.

  3. How would you add a smoothing option, either directly into the VB code or via function, with the option to define “p”. For example

    • Reply Lutfor Rahman Shimanto
      Lutfor Rahman Shimanto Oct 22, 2023 at 2:44 PM

      Hello DUSTIN

      Thanks for reaching out and posting your query. You want to add a smoothing option while interpolating. You can achieve the goal with Excel formulas. However, I am presenting an Excel VBA User-defined function where you can add a smoothing option.

      Assume you have two user-defined functions for applying the Cubic Spline and Cubic Hermite Spline interpolations. You want to create another user-defined function that will have the same parameters as before, including another extra parameter for choosing the smoothing option. Let’s say if p is provided, it will apply the Cubic Spline interpolation. And if q is provided, it will apply the Hermite Spline interpolation. If the Choose Parameter is not provided, it will raise a warning.

      Excel VBA Code:

      Function InterpolateWithChoice(periodValue As Range, rateValue As Range, xValue As Range, choice As String) As String
          If choice = "p" Then
              InterpolateWithChoice = CubicSplineIntrp(periodValue, rateValue, xValue)
          ElseIf choice = "q" Then
              InterpolateWithChoice = HrmtSplines(periodValue, rateValue, xValue)
              MsgBox "Invalid Choice! Please use 'p' for Cubic Spline or 'q' for Hermite Spline.", vbExclamation, "Invalid Choice"
              InterpolateWithChoice = "#Invalid Choice"
          End If
      End Function
      Function CubicSplineIntrp(periodValue As Range, rateValue As Range, xValue As Range)
          CubicSplineIntrp = "Cubic Spline"
      End Function
      Function HrmtSplines(periodValue As Range, rateValue As Range, xValue As Range)
          HrmtSplines = "Hermite Spline"
      End Function


      1. Cubic Spline
      Here, we are providing p as the Choose Parameter.

      2. Hermite Spline
      We are providing q as the Choose Parameter.

      Cubic Hermite Spline interpolations

      3. Error Handling
      Now, we are not providing any of the Choose Parameters. As a result, a Warning Window appears.

      If the Choose Parameter is not provided it will raise a warning

      Press OK => You will get an output like the following image.

      Error Handling

      Hopefully, the idea will help you. Good luck!

      Lutfor Rahman Shimanto

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