C# – Can anonymous class implement interface

Is it possible to have an anonymous type implement an interface?

I've got a piece of code that I would like to work, but don't know how to do this.

I've had a couple of answers that either say no, or create a class that implements the interface construct new instances of that. This isn't really ideal, but I'm wondering if there is a mechanism to create a thin dynamic class on top of an interface which would make this simple.

public interface DummyInterface
{
    string A { get; }
    string B { get; }
}

public class DummySource
{
    public string A { get; set; }
    public string C { get; set; }
    public string D { get; set; }
}

public class Test
{
    public void WillThisWork()
    {
        var source = new DummySource[0];
        var values = from value in source
                     select new
                     {
                         A = value.A,
                         B = value.C + "_" + value.D
                     };

        DoSomethingWithDummyInterface(values);

    }

    public void DoSomethingWithDummyInterface(IEnumerable<DummyInterface> values)
    {
        foreach (var value in values)
        {
            Console.WriteLine("A = '{0}', B = '{1}'", value.A, value.B);
        }
    }
}

I've found an article Dynamic interface wrapping that describes one approach. Is this the best way of doing this?