Beispiel #1
0
        public double GetValue(double x)
        {
            if (x >= _keyPoints.Last().Item1)
            {
                if (!_allowExtrapolation)
                {
                    throw new PricingBaseException("Interpolation is not allowed!");
                }
                return(_extrapolationHelper.GetValue(x));
            }

            return(_helpers[_xArr.UpperBound(x)].GetValue(x));
        }