use black76::{Inputs, OptionType, Pricing};
use criterion::{black_box, criterion_group, criterion_main, Criterion};

const INPUTS: Inputs = Inputs {
    option_type: OptionType::Call,
    f: 51.03,
    k: 55.0,
    p: None,
    r: 0.0,
    t: 25.0 / 360.0,
    sigma: Some(0.5),
};

fn criterion_benchmark(c: &mut Criterion) {
    c.bench_function("calc_price", |b| b.iter(|| black_box(INPUTS.calc_price())));
}

criterion_group!(benches, criterion_benchmark);
criterion_main!(benches);