///<summary>
///</summary>
///<param name="cfDays"></param>
///<param name="cf"></param>
///<param name="curve"></param>
///<param name="instrumentNumber"></param>
///<param name="interpSpace"></param>
///<param name="zeroCompFreq"></param>
///<param name="method"></param>
///<returns></returns>
public double PVFromCurve(Excel.Range cfDays, Excel.Range cf, Excel.Range curve, int instrumentNumber, string interpSpace, double zeroCompFreq, string method)
{
object[,] cfds = cfDays.Value[System.Reflection.Missing.Value] as object[, ];
object[,] cfs = cf.Value[System.Reflection.Missing.Value] as object[, ];
object[,] values = curve.Value[System.Reflection.Missing.Value] as object[, ];
return(InterpolationFunctions.PVFromCurve(ArrayHelper.RangeToMatrix(cfds), ArrayHelper.RangeToMatrix(cfs), ArrayHelper.RangeToMatrix(values)
, instrumentNumber, interpSpace, zeroCompFreq, method));
}
///<summary>
///</summary>
///<param name="xyData"></param>
///<param name="interpX"></param>
///<param name="interpSpace"></param>
///<param name="zeroCompFreq"></param>
///<param name="method"></param>
///<returns></returns>
public double GeneralZeroInterp(Excel.Range xyData, double interpX, string interpSpace, double zeroCompFreq, string method)
{
object[,] values = xyData.Value[System.Reflection.Missing.Value] as object[, ];
interpSpace = interpSpace.ToUpper();
interpSpace = interpSpace.Trim();
method = method.ToUpper();
method = method.Trim();
return(InterpolationFunctions.GeneralZeroInterp(ArrayHelper.RangeToMatrix(values), interpX, interpSpace, zeroCompFreq, method));
}
///<summary>
///</summary>
///<param name="cf"></param>
///<param name="cfDays"></param>
///<param name="interpSpace"></param>
///<param name="zeroCompFreq"></param>
///<param name="method"></param>
///<param name="seedRates"></param>
///<returns></returns>
public object[,] ZeroCalc(Excel.Range cf, Excel.Range cfDays, string interpSpace, double zeroCompFreq, string method, Excel.Range seedRates)
{
object[,] cfs = cf.Value[System.Reflection.Missing.Value] as object[, ];
object[,] cfDay = cfDays.Value[System.Reflection.Missing.Value] as object[, ];
object[,] values = seedRates.Value[System.Reflection.Missing.Value] as object[, ];
interpSpace = interpSpace.ToUpper();
interpSpace = interpSpace.Trim();
method = method.ToUpper();
method = method.Trim();
return(InterpolationFunctions.ZeroCalc(ArrayHelper.RangeToMatrix(cfs), ArrayHelper.RangeToMatrix(cfDay), interpSpace, zeroCompFreq, method, ArrayHelper.RangeToMatrix(values)));
}
///<summary>
///</summary>
///<param name="startTime"></param>
///<param name="matTime"></param>
///<param name="curve"></param>
///<param name="interpSpace"></param>
///<param name="zeroCompFreq"></param>
///<param name="method"></param>
///<returns></returns>
public double FwDfromCurve(double startTime, double matTime, Excel.Range curve, string interpSpace, double zeroCompFreq, string method)
{
object[,] values = curve.Value[System.Reflection.Missing.Value] as object[, ];
return(InterpolationFunctions.FWDfromCurve(startTime, matTime, ArrayHelper.RangeToMatrix(values), interpSpace, zeroCompFreq, method));
}
///<summary>
///</summary>
///<param name="df"></param>
///<param name="zeroCompFreq"></param>
///<param name="T"></param>
///<returns></returns>
public double DF2Zero(double df, double zeroCompFreq, double T)
{
return(InterpolationFunctions.DF2Zero(df, zeroCompFreq, T));
}
///<summary>
///</summary>
///<param name="zero"></param>
///<param name="zeroCompFreq"></param>
///<param name="T"></param>
///<returns></returns>
public double Zero2DF(double zero, double zeroCompFreq, double T)
{
return(InterpolationFunctions.Zero2DF(zero, zeroCompFreq, T));
}
///<summary>
///</summary>
///<param name="xyzData"></param>
///<param name="x"></param>
///<param name="y"></param>
///<returns></returns>
public double BiLinearInterp2(Excel.Range xyzData, double x, double y)
{
object[,] values = xyzData.Value[System.Reflection.Missing.Value] as object[, ];
return(InterpolationFunctions.BiLinearInterp2(ArrayHelper.RangeToMatrix(values), x, y));
}
///<summary>
///</summary>
///<param name="xyData"></param>
///<param name="x"></param>
///<param name="col1"></param>
///<param name="col2"></param>
///<returns></returns>
public double LogLinearInterp(Excel.Range xyData, double x, int col1, int col2)
{
object[,] values = xyData.Value[System.Reflection.Missing.Value] as object[, ];
return(InterpolationFunctions.LogLinearInterp(Misc.Extract2Columns(ArrayHelper.RangeToMatrix(values), col1, col2), x));
}