public void Test02LinearInterpolateTest()
{
SABRInterpolationInterface siif = SABRInterpolationInterface.Instance();
double actual = siif.LinearInterpolate(_linXArray, null, 0);
Assert.AreEqual(0d, actual);
}
public void Test01LinearInterpolateTest()
{
double expected = 0;
SABRInterpolationInterface siif = SABRInterpolationInterface.Instance();
double actual = siif.LinearInterpolate(null, _linYArray, 0);
Assert.AreEqual(expected, actual);
}
public void Test03LinearInterpolateTest()
{
double[] target = ArrayUtilities.DecimalArrayToDouble(_linInterpTarget);
SABRInterpolationInterface siif = SABRInterpolationInterface.Instance();
for (int i = 0; i < target.Length; i++)
{
double actual = siif.LinearInterpolate(_linXArray, _linYArray, target[i]);
Assert.AreEqual(_linExpected[i], (decimal)Math.Round(actual, 4));
}
}
