// the only header you need to use QuantLib
#pragma warning( disable:4819 ) //Disable some warning messages
#include <ql/quantlib.hpp>
# include <vector >
#include <boost/timer.hpp>
#include <iostream>
#include <iomanip>

using namespace QuantLib;



int main()
{	
	

	//~~~~~~~~~~~~~~~~~~~~~~~~~SABR Interpolation Curve

	std::cout << "SABR Interpolation" << std::endl; 
	std::vector <Real> xVec(2), yVec(xVec.size());
	
	xVec[0] = 100; yVec[0]=0.135790472;
	xVec[1] = 120; yVec[1]=0.117239291;

	//SABR::SABR(4.649315068, 110.5, 0.5, 1, 0.5, 0.5, false, false, false, false); //It just assigns value within the private components of the class

	SABRInterpolation SABRLinInterpolation(xVec.begin(), xVec.end(), yVec.begin(), 4.649315068, 110.5, 0.119748326, 1,  0.465537854, -0.423240889, false, false, false, false);

	
	std::cout << "Sabr Vol at Strike 102 " << SABRLinInterpolation(102) << std::endl; //Note that the extrapolation has to be at within the X range
	std::cout << "Sabr Vol at Strike 105 " << SABRLinInterpolation(105) << std::endl;
	std::cout << "Sabr Vol at Strike 110 " << SABRLinInterpolation(110) << std::endl<< std::endl;


	
	system("pause");
	return 0;
	
}