#![feature(test)]

extern crate test;
extern crate greeks;

use self::test::Bencher;
use greeks::*;

const UNDERLYING: f64 = 64.68;
const STRIKE: f64 = 65.00;
const VOL: f64 = 0.5051;
const INTEREST_RATE: f64 = 0.0150;
const DIV_YIELD: f64 = 0.0210;
const DAYS_PER_YEAR: f64 = 365.0;
const TIME_TO_EXPIRY: f64 = 23.0 / DAYS_PER_YEAR;

#[bench]
fn delta_call_bench(b: &mut Bencher) {
    let r = b.iter(|| {
        delta_call(UNDERLYING,
                   STRIKE,
                   TIME_TO_EXPIRY,
                   INTEREST_RATE,
                   DIV_YIELD,
                   VOL)
    });
}

#[bench]
fn delta_put_bench(b: &mut Bencher) {
    let r = b.iter(|| {
        delta_put(UNDERLYING,
                  STRIKE,
                  TIME_TO_EXPIRY,
                  INTEREST_RATE,
                  DIV_YIELD,
                  VOL)
    });

}

#[bench]
fn rho_call_bench(b: &mut Bencher) {
    let r = b.iter(|| {
        rho_call(UNDERLYING,
                 STRIKE,
                 TIME_TO_EXPIRY,
                 INTEREST_RATE,
                 DIV_YIELD,
                 VOL)
    });
}

#[bench]
fn rho_put_bench(b: &mut Bencher) {
    let r = b.iter(|| {
        rho_put(UNDERLYING,
                STRIKE,
                TIME_TO_EXPIRY,
                INTEREST_RATE,
                DIV_YIELD,
                VOL)
    });
}

#[bench]
fn theta_call_bench(b: &mut Bencher) {
    let r = b.iter(|| {
        theta_call(UNDERLYING,
                   STRIKE,
                   TIME_TO_EXPIRY,
                   INTEREST_RATE,
                   DIV_YIELD,
                   VOL,
                   DAYS_PER_YEAR)
    });
}

#[bench]
fn theta_put_bench(b: &mut Bencher) {
    let r = b.iter(|| {
        theta_put(UNDERLYING,
                  STRIKE,
                  TIME_TO_EXPIRY,
                  INTEREST_RATE,
                  DIV_YIELD,
                  VOL,
                  DAYS_PER_YEAR)
    });
}

#[bench]
fn vega_bench(b: &mut Bencher) {
    let r = b.iter(|| {
        vega(UNDERLYING,
             STRIKE,
             TIME_TO_EXPIRY,
             INTEREST_RATE,
             DIV_YIELD,
             VOL);
    });
}

#[bench]
fn gamma_bench(b: &mut Bencher) {
    let r = b.iter(|| {
        gamma(UNDERLYING,
              STRIKE,
              TIME_TO_EXPIRY,
              INTEREST_RATE,
              DIV_YIELD,
              VOL)
    });
}