/*
 Copyright (C) 2003 Niels Elken Sønderby

 This file is part of QuantLib for Mathematica, a Mathematica extension for
 QuantLib, a free-software/open-source financial C++ library
 http://www.nielses.dk/quantlib/mma
 http://quantlib.org/

 QuantLib for Mathematica is free software: you can redistribute it and/or
 modify it under the terms of the QuantLib license.  You should have received
 a copy of the license along with this program; if not, please email
 ferdinando@ametrano.net The license is also available online at
 http://quantlib.org/html/license.html

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/

#include "qlmma.hpp"

// get rid of
// "warning C4800: 'int' : forcing value to bool 'true' or 'false' (performance warning)"
#pragma warning(disable: 4800) 

using namespace QuantLib;
using QuantLib::Pricers::EuropeanOption;
using QuantLib::Pricers::McEuropean;
using QuantLib::Pricers::FdAmericanOption;
#ifdef NESQUANT
using NesQuant::SVJDEngine;
using NesQuant::LSMVanillaEngine;
using NesQuant::LSMSVJDEngine;
using NesQuant::MCSVJDEngine;
#endif

void qlEuropeanOption(int type, double underlying, double strike,
                        double dividendYield, double riskFreeRate,
                        double maturity, double volatility);

void qlEuropeanOptionMC(int type, double underlying, double strike,
                        double dividendYield, double riskFreeRate,
                        double maturity, double volatility, double samples, int antitheticVariance);

#ifdef NESQUANT
void nqSVJDOption(int type, double underlying, double strike,
                     double dividendYield, double riskFreeRate,
                     double maturity, double volatility,
                     double volatilityOfVolatility,
                     double steadyStateVolatility, double meanReversionRate,
                     double correlationUnderlyingVolatility,
                     double jumpIntensity, double jumpMean,
                     double jumpStandardDeviation);

void nqSVJDPDF(double x, int type, double underlying, double strike,
                     double dividendYield, double riskFreeRate,
                     double maturity, double volatility,
                     double volatilityOfVolatility,
                     double steadyStateVolatility, double meanReversionRate,
                     double correlationUnderlyingVolatility,
                     double jumpIntensity, double jumpMean,
                     double jumpStandardDeviation);
#endif