///<summary> /// Gets the interpolated value from the curve. ///</summary> ///<param name="baseDate">The based date.</param> ///<param name="targetDate">The target date.</param> /// <param name="interpolationType">The interpolation.</param> /// <param name="extrapolation">if set to <c>true</c> [extrapolation].</param> /// <param name="times">A vetical array of times.</param> /// <param name="values">A vertical array of values.</param> /// <returns>The value at that point.</returns> public Double GetDateValue(DateTime baseDate, DateTime targetDate, string interpolationType, bool extrapolation, Excel.Range times, Excel.Range values) { List <double> unqtimes = DataRangeHelper.StripDoubleRange(times); List <double> unqvalues = DataRangeHelper.StripDoubleRange(values); IPoint point = new DateTimePoint1D(baseDate, targetDate); return(CurveAnalytics.GetDateValue(point, interpolationType, extrapolation, unqtimes.ToArray(), unqvalues.ToArray())); }
public void TestGetValue2() { var baseDate = new DateTime(2008, 3, 3); for (var i = 1; i < 10; i++) { var targetDate = baseDate.AddMonths(3 * i); IPoint point = new DateTimePoint1D(baseDate, targetDate); var result = CurveAnalytics.GetDateValue(point, interp, true, times, rates); Debug.WriteLine(String.Format("rate : {0} Date: {1}", targetDate, result)); } }
public void TestGetValue2() { var baseDate = new DateTime(2008, 3, 3); for (var i = 1; i < 10; i++) { var targetDate = baseDate.AddMonths(3 * i); IPoint point = new DateTimePoint1D(baseDate, targetDate); var result = CurveAnalytics.GetDateValue(point, Interp, true, Times, Rates); Debug.WriteLine($"rate : {targetDate} Date: {result}"); } }