public double CalculateExponential(InterpolationSet set)
{
ValidateSet(set);
return(CalculateExponential(
set.PreviousPoint.BusinessDays, set.PreviousPoint.Rate,
set.NextPoint.BusinessDays, set.NextPoint.Rate,
set.TargetMaturityDays
));
}
private void ValidateSet(InterpolationSet set)
{
if (set.PreviousPoint.BusinessDays > set.NextPoint.BusinessDays)
{
throw new ArgumentOutOfRangeException($"Previous business days can not be greater than next business days. Previous: {set.PreviousPoint.BusinessDays}. Next: {set.NextPoint.BusinessDays}");
}
if (set.PreviousPoint.BusinessDays > set.TargetMaturityDays || set.NextPoint.BusinessDays < set.TargetMaturityDays)
{
throw new ArgumentOutOfRangeException($"Target maturity days is not in the allowed range. Previous: {set.PreviousPoint.BusinessDays}. Next: {set.NextPoint.BusinessDays}. Target: {set.TargetMaturityDays}");
}
}
