/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

#include "Test1.h"
#include "Test2.h"
#include "Test3a.h"
#include "Test3b.h"
#include "Test3.h"
#include "Test4.h"
#include <ql/types.hpp>
#include <boost/test/unit_test.hpp>
#include <boost/timer.hpp>

/* Use BOOST_MSVC instead of _MSC_VER since some other vendors (Metrowerks,
   for example) also #define _MSC_VER
*/
#ifdef BOOST_MSVC
#  include <ql/auto_link.hpp>
#  define BOOST_LIB_NAME boost_unit_test_framework
#  include <boost/config/auto_link.hpp>
#  undef BOOST_LIB_NAME

/* uncomment the following lines to unmask floating-point exceptions.
   See http://www.wilmott.com/messageview.cfm?catid=10&threadid=9481
*/
//#  include <float.h>
//   namespace { unsigned int u = _controlfp(_EM_INEXACT, _MCW_EM); }

#endif
#include "cliquetoptionbates.h"
#include "americanoption.hpp"
#include "array.hpp"
#include "asianoptions.hpp"
#include "assetswap.hpp"
#include "barrieroption.hpp"
#include "basketoption.hpp"
#include "batesmodel.hpp"
#include "bermudanswaption.hpp"
#include "bonds.hpp"
#include "brownianbridge.hpp"
#include "calendars.hpp"
#include "capfloor.hpp"
#include "capflooredcoupon.hpp"
#include "cliquetoption.hpp"
#include "cms.hpp"
#include "compoundforward.hpp"
#include "convertiblebonds.hpp"
#include "covariance.hpp"
#include "curvestates.hpp"
#include "dates.hpp"
#include "daycounters.hpp"
#include "digitalcoupon.hpp"
#include "digitaloption.hpp"
#include "distributions.hpp"
#include "dividendoption.hpp"
#include "europeanoption.hpp"
#include "exchangerate.hpp"
#include "factorial.hpp"
#include "forwardoption.hpp"
#include "gaussianquadratures.hpp"
#include "hestonmodel.hpp"
#include "hybridhestonhullwhiteprocess.hpp"
#include "inflation.hpp"
#include "instruments.hpp"
#include "integrals.hpp"
#include "interestrates.hpp"
#include "interpolations.hpp"
#include "libormarketmodel.hpp"
#include "libormarketmodelprocess.hpp"
#include "linearleastsquaresregression.hpp"
#include "jumpdiffusion.hpp"
#include "lookbackoptions.hpp"
#include "lowdiscrepancysequences.hpp"
#include "marketmodel.hpp"
#include "marketmodel_smmcapletalphacalibration.hpp"
#include "marketmodel_smmcapletcalibration.hpp"
#include "marketmodel_smmcaplethomocalibration.hpp"
#include "marketmodel_smm.hpp"
#include "marketmodel_cms.hpp"
#include "matrices.hpp"
#include "mclongstaffschwartzengine.hpp"
#include "mersennetwister.hpp"
#include "money.hpp"
#include "operators.hpp"
#include "optimizers.hpp"
#include "pathgenerator.hpp"
#include "period.hpp"
#include "piecewiseyieldcurve.hpp"
#include "quantooption.hpp"
#include "quotes.hpp"
#include "riskstats.hpp"
#include "rngtraits.hpp"
#include "rounding.hpp"
#include "sampledcurve.hpp"
#include "shortratemodels.hpp"
#include "solvers.hpp"
#include "surface.hpp"
#include "stats.hpp"
#include "swap.hpp"
#include "swapforwardmappings.hpp"
#include "swaption.hpp"
#include "swaptionvolatilitycube.hpp"
#include "termstructures.hpp"
#include "timeseries.hpp"
#include "tqreigendecomposition.hpp"
#include "tracing.hpp"
#include "transformedgrid.hpp"
#include "varianceswaps.hpp"
#include "volatilitymodels.hpp"
#include "swaptionvolatilitymatrix.hpp"
// to be deprecated
#include "old_pricers.hpp"

#include <iostream>
#include <iomanip>

using namespace boost::unit_test_framework;

namespace {

    boost::timer t;

    void startTimer() { t.restart(); }
    void stopTimer() {
        double seconds = t.elapsed();
        int hours = int(seconds/3600);
        seconds -= hours * 3600;
        int minutes = int(seconds/60);
        seconds -= minutes * 60;
        std::cout << " \nTests completed in ";
        if (hours > 0)
            std::cout << hours << " h ";
        if (hours > 0 || minutes > 0)
            std::cout << minutes << " m ";
        std::cout << std::fixed << std::setprecision(0)
                  << seconds << " s\n" << std::endl;
    }

}

test_suite* init_unit_test_suite(int, char* []) {

    test_suite* test = BOOST_TEST_SUITE("QuantLib test suite");
    return test;
}

void main(){
//    BatesModelTest test;
//	test.testAnalyticVsBlack();
//    test.testAnalyticVsJumpDiffusion();
//    test.testDAXCalibration();

	Test4 test;
	test.testBates();
	
//	CliquetOptionBatesTest test;
//	test.testValues();

//	Test_bates test;
//	test.testBates();

//    HestonModelTest test;
//	test.testKahlJaeckelCase();

	return;
}