/// <summary>
/// Gets the value.
/// </summary>
/// <param name="pt">The pt.</param>
/// <param name="interpolationType">The interpolation.</param>
/// <param name="extrapolation">if set to <c>true</c> [extrapolation].</param>
/// <param name="times">A vetical array of times.</param>
/// <param name="values">A vertical array of values.</param>
/// <returns>The value at that point.</returns>
public Double GetPointValue(Double pt, string interpolationType, bool extrapolation, Excel.Range times, Excel.Range values)
{
List <double> unqtimes = DataRangeHelper.StripDoubleRange(times);
List <double> unqvalues = DataRangeHelper.StripDoubleRange(values);
return(CurveAnalytics.GetValue(pt, interpolationType, extrapolation, unqtimes.ToArray(), unqvalues.ToArray()));
}
///<summary>
/// Gets the interpolated value from the curve.
///</summary>
///<param name="baseDate">The based date.</param>
///<param name="targetDate">The target date.</param>
/// <param name="interpolationType">The interpolation.</param>
/// <param name="extrapolation">if set to <c>true</c> [extrapolation].</param>
/// <param name="times">A vetical array of times.</param>
/// <param name="values">A vertical array of values.</param>
/// <returns>The value at that point.</returns>
public Double GetDateValue(DateTime baseDate, DateTime targetDate, string interpolationType, bool extrapolation, Excel.Range times, Excel.Range values)
{
List <double> unqtimes = DataRangeHelper.StripDoubleRange(times);
List <double> unqvalues = DataRangeHelper.StripDoubleRange(values);
IPoint point = new DateTimePoint1D(baseDate, targetDate);
return(CurveAnalytics.GetDateValue(point, interpolationType, extrapolation, unqtimes.ToArray(), unqvalues.ToArray()));
}
public void TestGetValue1()
{
foreach (var pt in testpts)
{
var result = CurveAnalytics.GetValue(pt, interp, true, times, rates);
Debug.WriteLine(String.Format("rate : {0} Time: {1}", pt, result));
}
}
public void TestGetValue1()
{
foreach (var pt in Testpts)
{
var result = CurveAnalytics.GetValue(pt, Interp, true, Times, Rates);
Debug.WriteLine($"rate : {pt} Time: {result}");
}
}
public void TestGetValue2()
{
var baseDate = new DateTime(2008, 3, 3);
for (var i = 1; i < 10; i++)
{
var targetDate = baseDate.AddMonths(3 * i);
IPoint point = new DateTimePoint1D(baseDate, targetDate);
var result = CurveAnalytics.GetDateValue(point, interp, true, times, rates);
Debug.WriteLine(String.Format("rate : {0} Date: {1}", targetDate, result));
}
}
public void TestGetValue2()
{
var baseDate = new DateTime(2008, 3, 3);
for (var i = 1; i < 10; i++)
{
var targetDate = baseDate.AddMonths(3 * i);
IPoint point = new DateTimePoint1D(baseDate, targetDate);
var result = CurveAnalytics.GetDateValue(point, Interp, true, Times, Rates);
Debug.WriteLine($"rate : {targetDate} Date: {result}");
}
}
