Interpolate1D




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Given a X point value, performs a one dimensional interpolation for the Y value given an XArray and YArray of data.



Note: Within Excel, the function is named - CT.INTERP.Interpolate1D


High level graphic of Interpolate1D() function with parameters. Blue square node is the actual function with the parameters ordered.



Parameter Description


  1. XValue parameter

    X value to interpolate.
  2. XArray parameter

    X values.
  3. YArray parameter

    Y values.
  4. InterpMethod parameter

    Interpolation methodology to utilise. Possible values are : 'BackStep', (for a flat interpolation in the backwards direction), 'ForwardStep', (for a flat interpolation in the forwards direction), 'Linear', 'LogLinear' or 'Cubic' (for Cubic-Spline).
  5. Extrapolate parameter

    Whether you wish to extrapolate for the Y value, if the X value is not within the YArray range.


Extended information

Function Syntax

VB Syntax 


Double CTUtils.Interpolate1D( _
Double XValue, _
Variant XArray, _
Variant YArray, _
InterpEnum InterpMethod, _
Boolean Extrapolate)


Excel Spreadsheet Syntax 


=CT.INTERP.Interpolate1D(
Excel Numeric Cell XValue,
XLRange XArray,
XLRange YArray,
Excel String Cell InterpMethod,
Excel Boolean Value Cell Extrapolate)


C++ Syntax 


static double Interpolate1D(
double XValue,
CTRangeDataCPP XArray,
CTRangeDataCPP YArray,
InterpEnum InterpMethod,
bool Extrapolate);


DotNET Syntax 


System.Double CTUtilsSA.Interpolate1D(
System.Double XValue,
CTRangeData XArray,
CTRangeData YArray,
CTIEnums.InterpEnum InterpMethod,
System.Boolean Extrapolate);

Parameter data types

ArgNameArgTypeIsKey
XValueDoubleFALSE
XArrayRangeFALSE
YArrayRangeFALSE
InterpMethodInterpEnumFALSE
ExtrapolateBooleanFALSE

Example Inputs

The first column represents the name of the parameters. The second column specifies whether the parameters are optional or not. Finally the last column provides some sample input data.
Function call input string-keys are always in the format : "NAME.EXTTAG.TICKER" The "EXTTAG.TICKER" part is determined from the output of other, capetools, object creation functions.


ArgNameIsOptional (Excel only)Example
XValueFALSE2.5
XArrayFALSEInterpolate1D_XArray_Range (creates a range object)
YArrayFALSEInterpolate1D_YArray_Range (creates a range object)
InterpMethodFALSELinear
ExtrapolateFALSEtrue


Example range for parameter : XArray

Within Excel, a range such as this can be passed directly into the XArray parameter.


Data is stored within the second column (Vector of data)..

Example C# API usage for setting the range data for parameter : XArray 


CTQL.CTRangeData Interpolate1D_XArray;


double[] arrBInterpolate1D_XArray = {
1.0,
2.0,
3.0,
4.0,
5.0,
6.0,
7.0,
8.0,
9.0  //  Array Data

};

CTQL.DoubleVector arrInterpolate1D_XArray =
new  CTQL.DoubleVector(arrBInterpolate1D_XArray);

// Second parameter determines whether the array is a column array (false) or a row array (true)
Interpolate1D_XArray = new  CTQL.CTRangeData(arrInterpolate1D_XArray, false);

Example range for parameter : YArray

Within Excel, a range such as this can be passed directly into the YArray parameter.


Data is stored within the second column (Vector of data)..

Example C# API usage for setting the range data for parameter : YArray 


CTQL.CTRangeData Interpolate1D_YArray;


double[] arrBInterpolate1D_YArray = {
10.0,
15.0,
20.0,
25.0,
30.0,
25.0,
20.0,
15.0,
10.0  //  Array Data

};

CTQL.DoubleVector arrInterpolate1D_YArray =
new  CTQL.DoubleVector(arrBInterpolate1D_YArray);

// Second parameter determines whether the array is a column array (false) or a row array (true)
Interpolate1D_YArray = new  CTQL.CTRangeData(arrInterpolate1D_YArray, false);


Example function usage


The C# example below contains all the sub-function calls leading up to this function call. As a result, the example can contain a lot of code.

The VB.NET, J#, C++.NET, Java, Excel VBA, Visual Basic 6 (via COM) and C++ examples below contain function code stubs for the calls leading up to this function call. However, the function call for this function is displayed.
You can easily reproduce the stub functions code from the C# example.


If you are accessing this functrion via the MiniXL libraries, this function is present within the CT.QL.Utils20 MiniXL Excel Addin.

Within our Excel Example Addin Generator, we have used the following QuantTools sub-functions in order to prepare the arguments needed to call the Interpolate1D() function. If you are executing this function via the MiniXL libraries, the module addin name, (in brackets, to the right of the sub-functions listed below), indicates the MiniXL library in which the sub-function is held. You will need to load this library into your Excel session (along with any other libraries that the sub-function call within the addin requires (ie - CT.QT.Utils20 addin in almost all cases) in order for the example to compute successfully.


The following four examples demostrate calling this function within a Microsoft .NET environment

The following four examples demostrate calling this function within a non .NET environment

The following is a sample output from executing the Interpolate1D() function call


17.5

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