use stochastic_rs::prelude::*;
use stochastic_rs::quant::pricing::bsm::BsmPricer;

let pricer = BsmPricer::<f64>::new(
    /* s0 */ 100.0, /* k */ 100.0, /* tau */ 1.0,
    /* r */ 0.05, /* q */ 0.0, /* sigma */ 0.2,
);
let call = pricer.price(OptionType::Call);
let put  = pricer.price(OptionType::Put);
let g    = pricer.greeks(OptionType::Call);
println!("call={:.4}, put={:.4}, delta={:.4}, vega={:.4}",
         call, put, g.delta, g.vega);

import stochastic_rs as srs

pricer = srs.BsmPricer(s0=100, k=100, tau=1.0, r=0.05, q=0.0, sigma=0.2)
print("call =", pricer.price("call"))
print("put  =", pricer.price("put"))

g = pricer.greeks("call")
print(f"delta={g.delta:.4f}, gamma={g.gamma:.4f}, vega={g.vega:.4f}, "
      f"theta={g.theta:.4f}, rho={g.rho:.4f}")

use stochastic_rs::quant::pricing::heston::HestonPricer;
use stochastic_rs::quant::types::OptionType;
use stochastic_rs::traits::{ModelPricer, GreeksExt};

let pricer = HestonPricer::<f64>::new(
    /* s0 */ 100.0, /* k */ 100.0, /* tau */ 1.0,
    /* r */ 0.03, /* q */ 0.0,
    /* v0 */ 0.04, /* kappa */ 2.0, /* theta */ 0.04,
    /* sigma */ 0.3, /* rho */ -0.5,
);
let price = pricer.price(OptionType::Call);
let g = pricer.greeks(OptionType::Call);
println!("call={:.4}, delta={:.4}, vega={:.4}, vanna={:.4}",
         price, g.delta, g.vega, g.vanna);

import stochastic_rs as srs

pricer = srs.HestonPricer(
    s0=100, k=100, tau=1.0, r=0.03, q=0.0,
    v0=0.04, kappa=2.0, theta=0.04, sigma=0.3, rho=-0.5,
)
price = pricer.price("call")
g = pricer.greeks("call")
print(f"call={price:.4f}, delta={g.delta:.4f}, vega={g.vega:.4f}")

use stochastic_rs::quant::calibration::heston::HestonCalibrator;
use stochastic_rs::quant::vol_surface::implied::ImpliedVolSurface;
use stochastic_rs::traits::Calibrator;

let surface = ImpliedVolSurface::<f64>::from_market(
    &strikes, &expiries, &iv_grid, /* spot */ 100.0,
);
let result = HestonCalibrator::<f64>::new(&surface).calibrate()?;

let p = result.params;
println!("kappa={:.3}, theta={:.4}, sigma={:.3}, rho={:.3}, v0={:.4}",
         p.kappa, p.theta, p.sigma, p.rho, p.v0);
println!("RMSE = {:.6} ({} iters)", result.rmse, result.iterations);

import stochastic_rs as srs

surface = srs.ImpliedVolSurface.from_market(
    strikes=strikes, expiries=expiries, iv_grid=iv_grid, spot=100.0,
)
res = srs.HestonCalibrator(surface).calibrate()
print(f"kappa={res.params.kappa:.3f}, theta={res.params.theta:.4f}, "
      f"sigma={res.params.sigma:.3f}, rho={res.params.rho:.3f}, "
      f"v0={res.params.v0:.4f}")
print(f"RMSE = {res.rmse:.6f} ({res.iterations} iters)")