public IInterpolate FactoryMethod(OneDimensionInterpolation i, double[] xarr, double[] yarr)
{
// many more interpolators can be added in switch, this is for demonstration purposes only
switch (i)
{
case OneDimensionInterpolation.Linear:
return(new LinearInterpolator(xarr, yarr));
case OneDimensionInterpolation.LogLinear:
return(new LogLinearInterpolator(xarr, yarr));
case OneDimensionInterpolation.SimpleCubic:
return(new SimpleCubicInterpolator(xarr, yarr));
default:
break;
}
return(null);
}
private SortedList <double, double> DateDf; // SerialDate as Key, DF as value, used in constructor to collect data coming from PreProcessedData
// Constructor
public SingleCurveBuilderStandard(RateSet rateSet, OneDimensionInterpolation missingRateInterp)
: base(rateSet)
{
// Constructor arguments
// RateSet rateSet: market data input
// OneDimensionInterpolation missingRateInterp: interpolation used to find missing data
// it interpolates directly on markets rate
// To Data Member
MissingRateInterp = missingRateInterp;
// 1)Prepare data to be used in Solve() (output is: PreProcessedData)
PreProcessInputs();
// 2)Do Calculus: from PreProcessedData calculate post processed data (output is: DataDF)
Solve();
// 3)Inizialize final Interpolator: from post processed DataDF set up final interpolator (output is: PostProcessInterpo)
PostProcessData();
}
