Excel VBA Macro - Cleaning-up financial time series

Spreadsheet (provided for example) contains time series of stock prices. The VBAMacro should do the following 4 steps: Example: we look at a 5 years period 01JAN2010 to 31DEC2015 Step 1 Identify the period where some data is available Example: there is data available from 01JAN2011 to 31DEC2014 (i.e. no data available for 2010 and 2015) Step 2 Where some data is available, clean it up by replacing the missing prices by the n-th last available price Step 3 Transform the cleaned-up series of available prices into returns (Price [t]/Price[t-1] - 1) Step 4 Where data is unavalaible, replace the returns of an Index. The Index and returns of the index to be used to replace is provided. Example: for 2010 and 2015, returns are those of the index Specials: - The macro should perform the transformations on multiple columns in order to clean up a relatively large set of data in one operation; - Clean coding with comments in the code - Code viewable in the developer tab An example spreadsheet with an example of raw data to be treated will be provided