public void Test10BilinearInterpolateTest()
{
double[,] dataArray = null;
double columnTarget = 0;
double rowTarget = 0;
double expected = 0;
SABRInterpolationInterface siif = SABRInterpolationInterface.Instance();
double actual = siif.BilinearInterpolate(_bilinColumns,
_bilinRows, dataArray, 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));
}
}