Is your AY8 in same shwwt or in MID-SWAP sheet?

Because this one works for me:
Formula: copy to clipboard
=FORECAST(A2,OFFSET('MID-SWAP Curve'!C2,MATCH(A2,'MID-SWAP Curve'!C:C,1),1,2),OFFSET('MID-SWAP Curve'!C2,MATCH(A2,'MID-SWAP Curve'!C:C,1),,2))