cabal-version:       2.2
name:                LetsBeRational
version:             1.0.0.0
synopsis:            European option implied vol calculation
description:         Haskell binding for Jaekel's "Let's be Rational" implied volatility calculation
homepage:            https://github.com/ghais/LetsBeRational
bug-reports:         https://github.com/ghais/LetsBeRational/issues
license:             MIT
license-file:        LICENSE
author:              Ghais Issa
maintainer:          Ghais Issa <0x47@0x49.dev>
copyright:           2021 Ghais Issa
category:            Math, Quant, Finance, Numeric
build-type:          Simple
extra-doc-files:     README.md
                     CHANGELOG.md
tested-with:         GHC == 7.10.3
                     GHC == 8.0.2
                     GHC == 8.2.2
                     GHC == 8.4.4
                     GHC == 8.6.5
                     GHC == 8.8.4
                     GHC == 8.10.6
                     GHC == 9.0.1

source-repository head
  type:                git
  location:            https://github.com/ghais/LetsBeRational.git

common common-options
  build-depends:       base >= 4.8.0.2 && < 5
  
  ghc-options:         -Wall
                       -Wcompat
                       -Widentities
                       -Wincomplete-uni-patterns
                       -Wincomplete-record-updates
  if impl(ghc >= 8.0)
    ghc-options:       -Wredundant-constraints
  if impl(ghc >= 8.2)
    ghc-options:       -fhide-source-paths
  if impl(ghc >= 8.4)
    ghc-options:       -Wmissing-export-lists
                       -Wpartial-fields
  if impl(ghc >= 8.8)
    ghc-options:       -Wmissing-deriving-strategies

  default-language:    Haskell2010

library
  import:              common-options
  hs-source-dirs:      src
  exposed-modules:     LetsBeRational
  include-dirs:
                       external/include
  cxx-sources:
                       external/src/lets_be_rational.cpp
                       external/src/normaldistribution.cpp
                       external/src/rationalcubic.cpp
                       external/src/erf_cody.cpp
  install-includes:
                       importexport.h
                       lets_be_rational.h
                       normaldistribution.h
                       rationalcubic.h