public void Test05CubicHermiteSplineInterpolateTest() { double expected = 0; SABRInterpolationInterface siif = SABRInterpolationInterface.Instance(); double actual = siif.CubicHermiteSplineInterpolate(_chsXArray, null, 0); Assert.AreEqual(expected, actual); }
public void Test07CubicHermiteSplineInterpolateTest() { double[] target = ArrayUtilities.DecimalArrayToDouble(_chsTarget); SABRInterpolationInterface siif = SABRInterpolationInterface.Instance(); for (int i = 0; i < target.Length; i++) { double actual = siif.CubicHermiteSplineInterpolate(_chsXArray, _chsYArray, target[i]); Assert.AreEqual(_chsExpected[i], (decimal)Math.Round(actual, 2)); } }
public void Test06CubicHermiteSplineInterpolateTest() { double expected = 10.99; //0 double target = 10000; string expectedFail = "Cubic Hermite Spline now supports extrapolation"; try { SABRInterpolationInterface siif = SABRInterpolationInterface.Instance(); double actual = siif.CubicHermiteSplineInterpolate(_chsXArray, _chsYArray, target); Assert.AreEqual(expected, actual); } catch (Exception ex) { Assert.AreEqual(expectedFail, ex.Message); } }