:Evaluate: BeginPackage["QuantLib`"]

:Evaluate: Begin["`Private`"]

:Begin:
:Function:       qlEuropeanOption
:Pattern:        qlEuropeanOption[type_Integer, underlying_?NumberQ, strike_?NumberQ, dividendYield_?NumberQ, riskFreeRate_?NumberQ, maturity_?NumberQ, volatility_?NumberQ]
:Arguments:      { type, underlying, strike, dividendYield, riskFreeRate, maturity, volatility }
:ArgumentTypes:  { Integer, Real, Real, Real, Real, Real, Real }
:ReturnType:     Manual
:End:

:Begin:
:Function:       qlImpliedVolatility
:Pattern:        qlImpliedVolatility[value_?NumberQ, type_Integer, underlying_?NumberQ, strike_?NumberQ, dividendYield_?NumberQ, riskFreeRate_?NumberQ, maturity_?NumberQ]
:Arguments:      { value, type, underlying, strike, dividendYield, riskFreeRate, maturity }
:ArgumentTypes:  { Real, Integer, Real, Real, Real, Real, Real }
:ReturnType:     Manual
:End:

:Begin:
:Function:       qlEuropeanOptionMC
:Pattern:        qlEuropeanOptionMC[type_Integer, underlying_?NumberQ, strike_?NumberQ, dividendYield_?NumberQ, riskFreeRate_?NumberQ, maturity_?NumberQ, volatility_?NumberQ, samples_?NumberQ, antithetic_Integer]
:Arguments:      { type, underlying, strike, dividendYield, riskFreeRate, maturity, volatility, samples, antithetic }
:ArgumentTypes:  { Integer, Real, Real, Real, Real, Real, Real, Real, Integer }
:ReturnType:     Manual
:End:

:Begin:
:Function:       qlAmericanOptionFD
:Pattern:        qlAmericanOptionFD[type_Integer, underlying_?NumberQ, strike_?NumberQ, dividendYield_?NumberQ, riskFreeRate_?NumberQ, maturity_?NumberQ, volatility_?NumberQ, timeSteps_?NumberQ, gridPoints_?NumberQ]
:Arguments:      { type, underlying, strike, dividendYield, riskFreeRate, maturity, volatility, timeSteps, gridPoints }
:ArgumentTypes:  { Integer, Real, Real, Real, Real, Real, Real, Real, Real }
:ReturnType:     Manual
:End:

:Begin:
:Function:       nqAmericanOptionLSM
:Pattern:        nqAmericanOptionLSM[type_Integer, underlying_?NumberQ, strike_?NumberQ, dividendYield_?NumberQ, riskFreeRate_?NumberQ, maturity_?NumberQ, volatility_?NumberQ, timeSteps_?NumberQ, samples_?NumberQ, degree_Integer, antithetic_Integer, controlVariate_Integer]
:Arguments:      { type, underlying, strike, dividendYield, riskFreeRate, maturity, volatility, timeSteps, samples, degree, antithetic, controlVariate }
:ArgumentTypes:  { Integer, Real, Real, Real, Real, Real, Real, Real, Real, Integer, Integer, Integer }
:ReturnType:     Manual
:End:

:Begin:
:Function:       nqAmericanOptionSVJDLSM
:Pattern:        nqAmericanOptionSVJDLSM[type_Integer, underlying_?NumberQ, strike_?NumberQ, dividendYield_?NumberQ, riskFreeRate_?NumberQ, maturity_?NumberQ, volatility_?NumberQ, volatilityOfVolatility_?NumberQ, steadyStateVolatility_?NumberQ, meanReversionRate_?NumberQ, correlationUnderlyingVolatility_?NumberQ, jumpIntensity_?NumberQ, jumpMean_?NumberQ, jumpStandardDeviation_?NumberQ, timeSteps_?NumberQ, exerciseTimes_?NumberQ, samples_?NumberQ, degree_Integer, antithetic_Integer, controlVariate_Integer]
:Arguments:      { type, underlying, strike, dividendYield, riskFreeRate, maturity, volatility, volatilityOfVolatility, steadyStateVolatility, meanReversionRate, correlationUnderlyingVolatility, jumpIntensity, jumpMean, jumpStandardDeviation, timeSteps, exerciseTimes, samples, degree, antithetic, controlVariate }
:ArgumentTypes:  { Integer, Real, Real, Real, Real, Real, Real, Real, Real, Real, Real, Real, Real, Real, Real, Real, Real, Integer, Integer, Integer }
:ReturnType:     Manual
:End:

:Begin:
:Function:       qlMonteCarloPathBlackScholes
:Pattern:        qlMonteCarloPathBlackScholes[s0_?NumberQ, riskFreeRate_?NumberQ, dividendYield_?NumberQ, volatility_?NumberQ, length_?NumberQ, timeSteps_Integer, anti_Integer]
:Arguments:      { s0, riskFreeRate, dividendYield, volatility, length, timeSteps, anti }
:ArgumentTypes:  { Real, Real, Real, Real, Real, Integer, Integer }
:ReturnType:     Manual
:End:

:Begin:
:Function:       nqMonteCarloPathSVJD
:Pattern:        nqMonteCarloPathSVJD[s0_?NumberQ, riskFreeRate_?NumberQ, dividendYield_?NumberQ, volatility_?NumberQ, volatilityOfVolatility_?NumberQ, steadyStateVolatility_?NumberQ, meanReversionRate_?NumberQ, correlationUnderlyingVolatility_?NumberQ, jumpIntensity_?NumberQ, jumpMean_?NumberQ, jumpStandardDeviation_?NumberQ, length_?NumberQ, timeSteps_Integer, anti_Integer]
:Arguments:      { s0, riskFreeRate, dividendYield, volatility, volatilityOfVolatility, steadyStateVolatility, meanReversionRate, correlationUnderlyingVolatility, jumpIntensity, jumpMean, jumpStandardDeviation, length, timeSteps, anti }
:ArgumentTypes:  { Real, Real, Real, Real, Real, Real, Real, Real, Real, Real, Real, Real, Integer, Integer }
:ReturnType:     Manual
:End:

:Begin:
:Function:       nqSVJDOption
:Pattern:        nqSVJDOption[type_Integer, underlying_?NumberQ, strike_?NumberQ, dividendYield_?NumberQ, riskFreeRate_?NumberQ, maturity_?NumberQ, volatility_?NumberQ, volatilityOfVolatility_?NumberQ, steadyStateVolatility_?NumberQ, meanReversionRate_?NumberQ, correlationUnderlyingVolatility_?NumberQ, jumpIntensity_?NumberQ, jumpMean_?NumberQ, jumpStandardDeviation_?NumberQ]
:Arguments:      { type, underlying, strike, dividendYield, riskFreeRate, maturity, volatility, volatilityOfVolatility, steadyStateVolatility, meanReversionRate, correlationUnderlyingVolatility, jumpIntensity, jumpMean, jumpStandardDeviation }
:ArgumentTypes:  { Integer, Real, Real, Real, Real, Real, Real, Real, Real, Real, Real, Real, Real, Real }
:ReturnType:     Manual
:End:

:Begin:
:Function:       nqSVJDOptionMC
:Pattern:        nqSVJDOptionMC[type_Integer, underlying_?NumberQ, strike_?NumberQ, dividendYield_?NumberQ, riskFreeRate_?NumberQ, maturity_?NumberQ, volatility_?NumberQ, volatilityOfVolatility_?NumberQ, steadyStateVolatility_?NumberQ, meanReversionRate_?NumberQ, correlationUnderlyingVolatility_?NumberQ, jumpIntensity_?NumberQ, jumpMean_?NumberQ, jumpStandardDeviation_?NumberQ, timeSteps_?NumberQ, samples_?NumberQ, antithetic_Integer, controlVariate_Integer]
:Arguments:      { type, underlying, strike, dividendYield, riskFreeRate, maturity, volatility, volatilityOfVolatility, steadyStateVolatility, meanReversionRate, correlationUnderlyingVolatility, jumpIntensity, jumpMean, jumpStandardDeviation, timeSteps, samples, antithetic, controlVariate }
:ArgumentTypes:  { Integer, Real, Real, Real, Real, Real, Real, Real, Real, Real, Real, Real, Real, Real, Real, Real, Integer, Integer }
:ReturnType:     Manual
:End:

:Begin:
:Function:       nqSVJDPDF
:Pattern:        nqSVJDPDF[x_?NumberQ, type_Integer, underlying_?NumberQ, strike_?NumberQ, dividendYield_?NumberQ, riskFreeRate_?NumberQ, maturity_?NumberQ, volatility_?NumberQ, volatilityOfVolatility_?NumberQ, steadyStateVolatility_?NumberQ, meanReversionRate_?NumberQ, correlationUnderlyingVolatility_?NumberQ, jumpIntensity_?NumberQ, jumpMean_?NumberQ, jumpStandardDeviation_?NumberQ]
:Arguments:      { x, type, underlying, strike, dividendYield, riskFreeRate, maturity, volatility, volatilityOfVolatility, steadyStateVolatility, meanReversionRate, correlationUnderlyingVolatility, jumpIntensity, jumpMean, jumpStandardDeviation }
:ArgumentTypes:  { Real, Integer, Real, Real, Real, Real, Real, Real, Real, Real, Real, Real, Real, Real, Real }
:ReturnType:     Manual
:End:

:Begin:
:Function:       qlDayOfWeek
:Pattern:        qlDayOfWeek[year_Integer, month_Integer, day_Integer]
:Arguments:      { year, month, day }
:ArgumentTypes:  { Integer, Integer, Integer }
:ReturnType:     Manual
:End:

:Begin:
:Function:       qlBusinessDayQ
:Pattern:        qlBusinessDayQ[year_Integer, month_Integer, day_Integer, cal_Integer]
:Arguments:      { year, month, day, cal }
:ArgumentTypes:  { Integer, Integer, Integer, Integer }
:ReturnType:     Manual
:End:

:Begin:
:Function:       qlShiftDate
:Pattern:        qlShiftDate[year_Integer, month_Integer, day_Integer, shiftyears_Integer, shiftmonths_Integer, shiftdays_Integer, cal_Integer]
:Arguments:      { year, month, day, shiftyears, shiftmonths, shiftdays, cal }
:ArgumentTypes:  { Integer, Integer, Integer, Integer, Integer, Integer, Integer }
:ReturnType:     Manual
:End:


:Begin:
:Function:       qlRollDate
:Pattern:        qlRollDate[y_Integer, m_Integer, d_Integer, calnum_Integer, rollnum_Integer]
:Arguments:      { y, m, d, calnum, rollnum }
:ArgumentTypes:  { Integer, Integer, Integer, Integer, Integer }
:ReturnType:     Manual
:End:

:Begin:
:Function:       qlDaysBetween
:Pattern:        qlDaysBetween[y1_Integer,m1_Integer,d1_Integer,y2_Integer,m2_Integer,d2_Integer,daycountnum_Integer]
:Arguments:      { y1, m1, d1, y2, m2, d2, daycountnum }
:ArgumentTypes:  { Integer, Integer, Integer, Integer, Integer, Integer, Integer }
:ReturnType:     Manual
:End:

:Begin:
:Function:       qlLeapYearQ
:Pattern:        qlLeapYearQ[year_Integer]
:Arguments:      { year }
:ArgumentTypes:  { Integer }
:ReturnType:     Manual
:End:

:Begin:
:Function:       qlYearsBetween
:Pattern:        qlYearsBetween[y1_Integer,m1_Integer,d1_Integer,y2_Integer,m2_Integer,d2_Integer,refy1_Integer,refm1_Integer,refd1_Integer,refy2_Integer,refm2_Integer,refd2_Integer,daycountnum_Integer]
:Arguments:      { y1, m1, d1, y2, m2, d2, refy1, refm1, refd1, refy2, refm2, refd2, daycountnum }
:ArgumentTypes:  { Integer, Integer, Integer, Integer, Integer, Integer, Integer, Integer, Integer, Integer, Integer, Integer, Integer }
:ReturnType:     Manual
:End:

:Evaluate: End[]

:Evaluate: EndPackage[]