public void TestPiecewiseConstantRateInterpolation()
{
Random r = new Random(Environment.TickCount);
TearDown();
IInterpolation interpolation = new PiecewiseConstantZeroRateInterpolation();
interpolation.Initialize(_times, _rates);
for (int i = 0; i < 10; ++i)
{
double time = i;
double interpRate = interpolation.ValueAt(time, true);
Debug.WriteLine($"interpolatedRate : {interpRate} Time: {time}");
}
int index = 0;
foreach (double time in _times)
{
if (time != 0.0)
{
double interpRate = interpolation.ValueAt(time, true);
double interpValue = _rates[index];
Assert.AreEqual(interpRate, interpValue, 10 - 8);
}
index++;
}
}
public void TestPiecewiseRateInterpolatedCurve()
{
var interp = new PiecewiseConstantZeroRateInterpolation();//PWL requires the first point to be after the first 2 in the curve..
DiscreteCurve curve = new DiscreteCurve(_pointCoords, _pointValues);
IInterpolatedSpace interpCurve = new InterpolatedCurve(curve, interp, true);
foreach (double point in _testPointArray)
{
IPoint p = new Point1D(point);
double val = interpCurve.Value(p);
double rate = val;
Console.WriteLine(val);
Console.WriteLine(rate);
}
}
public void TestPiecewiseZeroRateConstantInterpolation()
{
TearDown();
double[] exp = SetUp();
Random r = new Random(Environment.TickCount);
var interpolation = new PiecewiseConstantZeroRateInterpolation();
interpolation.Initialize(_times, exp);
for (int i = 0; i < 10; ++i)
{
double time = i + r.Next(-10000, 10000) / 10000;
double interpRate = interpolation.ValueAt(time, true);
Debug.WriteLine($"interpolatedRate : {interpRate} Time: {time}");
}
}
