public void BendCurve_Facts()
{
var input = new double[] { 1.0, 2.0, 3.0 };
var sparse = new object[] { 1.0, ExcelDna.Integration.ExcelMissing.Value, 4.0 };
var sparse2 = new double?[] { 1.0, null, 4.0 };
var z = PriceCurveFunctions.BendCurve(input, sparse);
Assert.True(Enumerable.SequenceEqual(CurveBender.Bend(input, sparse2), (double[])PriceCurveFunctions.BendCurve(input, sparse)));
}
public static object BendCurve(
[ExcelArgument(Description = "Input spreads")] double[] InputSpreads,
[ExcelArgument(Description = "Sparse new spreads")] object[] SparseNewSpreads)
{
return(ExcelHelper.Execute(_logger, () =>
{
var sparseSpreads = SparseNewSpreads
.Select(x => x is ExcelEmpty || !(x is double) ?
null : (double?)x).ToArray();
var o = CurveBender.Bend(InputSpreads, sparseSpreads);
return o.ReturnExcelRangeVectorFromDouble();
}));
}
public void BenderFacts()
{
var inSpreads = new double[] { 1.0, 2.0, 3.0, 2.0, 1.0 };
var sparseSpreads = new double?[] { 1.0, null, 6.0, null, 1.0 };
Assert.True(Enumerable.SequenceEqual(new double[] { 1.0, 3.5, 6.0, 3.5, 1.0 }, CurveBender.Bend(inSpreads, sparseSpreads)));
sparseSpreads = new double?[] { null, null, 6.0, null, 1.0 };
Assert.True(Enumerable.SequenceEqual(new double[] { 4, 5, 6.0, 3.5, 1.0 }, CurveBender.Bend(inSpreads, sparseSpreads)));
sparseSpreads = new double?[] { 0, null, 6.0, null, null };
Assert.True(Enumerable.SequenceEqual(new double[] { 0, 3, 6.0, 5.0, 4.0 }, CurveBender.Bend(inSpreads, sparseSpreads)));
}
