public void Test09BilinearInterpolateTest()
{
double[] rowArray = null;
double columnTarget = 0;
double rowTarget = 0;
double expected = 0;
SABRInterpolationInterface siif = SABRInterpolationInterface.Instance();
double actual = siif.BilinearInterpolate(_bilinColumns,
rowArray, _bilinData, columnTarget, rowTarget);
Assert.AreEqual(expected, actual);
}
public void Test11BilinearInterpolateTest()
{
double[] columnTarget = _bilinColumnTarget;
double[] rowTarget = _bilinRowTarget;
double[] expected = _bilinExpected;
SABRInterpolationInterface siif = SABRInterpolationInterface.Instance();
for (int i = 0; i < rowTarget.Length; i++)
{
double actual = siif.BilinearInterpolate(_bilinColumns,
_bilinRows, _bilinData,
columnTarget[i], rowTarget[i]);
Assert.AreEqual(expected[i], Math.Round(actual, 4));
}
}
public void Test06CubicHermiteSplineInterpolateTest()
{
double expected = 10.99; //0
double target = 10000;
string expectedFail = "Cubic Hermite Spline now supports extrapolation";
try
{
SABRInterpolationInterface siif = SABRInterpolationInterface.Instance();
double actual = siif.CubicHermiteSplineInterpolate(_chsXArray, _chsYArray, target);
Assert.AreEqual(expected, actual);
}
catch (Exception ex)
{
Assert.AreEqual(expectedFail, ex.Message);
}
}
