YC Models & Interpolation Methods for Pricing

[newbie73]

How do you all handle pricing of securities with the current YC structures available?  A chart of the forwards shows a very jumpy term structure.  Have any of you been able to use the theoretical curve models for pricing of IR securities?

This gets more into the question of how to use the theoretical yield curve models within Excel to plot forwards - does anyone have any examples or advice on how to do this?

Thanks,

- Luis