///<summary>
/// The main function to calculate the adjusted forward.
///</summary>
///<param name="futuresPriceArray"> Vector of futures prices.</param>
///<param name="volatilityRange"> Vector of futures</param>
///<param name="correlationRange"> Correlation between forwards. Can be a
/// scalar input or a correlation matrix.</param>
///<param name="shiftArray"> The shift parameters from the BGM
/// calibration.</param>
///<param name="coverageArray"> The vector of time intervals between model
/// time nodes.</param>
///<param name="timeNodesArray"> The model time nodes</param>
///<returns> Output, a 2-D array of ouput data. The first column is the
/// vector of adjusted cash forwards. The second column is the error
/// from the optimisation (the implied futures rate minus the market
/// rate). The third column is the number of iterations taken by the
/// optimisation routine to converge on each adjusted rate. In the first
/// entry in the fourth and fifth column is the time taken to work
/// through the whole set of time nodes, and the program version.</returns>
public object[,] CalculateCashForward(Excel.Range futuresPriceArray,
Excel.Range volatilityRange,
Excel.Range correlationRange,
Excel.Range shiftArray,
Excel.Range coverageArray,
Excel.Range timeNodesArray)
{
var futuresPrice = DataRangeHelper.StripDoubleRange(futuresPriceArray);
var shift = DataRangeHelper.StripDoubleRange(shiftArray);
var coverage = DataRangeHelper.StripDoubleRange(coverageArray);
var timeNodes = DataRangeHelper.StripDoubleRange(timeNodesArray);
var volatility = DataRangeHelper.ToMatrix <double>(volatilityRange);
var correlation = DataRangeHelper.ToMatrix <double>(correlationRange);
var result = CashForward.CalculateCashForward(futuresPrice.ToArray(), volatility,
correlation, shift.ToArray(), coverage.ToArray(), timeNodes.ToArray());
return(DataRangeHelper.ToRange(result));
}
