void test_Calib_gMatrix(const LmmCalibrationConfig& config , const std::string& mkt_data_filename)
{
	std::string folder_data_file = "WithPositiveConstraint\\" + LMMPATH::get_BaseFileName(mkt_data_filename) + "\\";

	LmmSwaptionMarketData_PTR pLmmSwaptionMarketData=get_LmmSwaptionMarketData(config, mkt_data_filename);

	{
		std::string sub_folder_data_file = folder_data_file + "Cascade\\";
		LMMPATH::reset_Output_SubFolder(sub_folder_data_file );
		GMatrixMapping_PTR pGMatrixMapping = marketData_LMM_CascadeExact_calibration(config, pLmmSwaptionMarketData, config.get_abcdArray() ,create_InitCorrelation(config));
		config.print("calib_config.csv");
	}

	{
		config.use_local_calib_=false;
		std::string sub_folder_data_file = folder_data_file + "Global\\";
		LMMPATH::reset_Output_SubFolder(sub_folder_data_file );
		marketData_LMM_Global_gCalibration(config, pLmmSwaptionMarketData,config.get_abcdArray(),create_InitCorrelation(config), GMatrixMapping_PTR() );
		config.print("calib_config.csv");
	}

	{
		config.use_local_calib_=true;
		std::string sub_folder_data_file = folder_data_file + "Local\\";
		LMMPATH::reset_Output_SubFolder(sub_folder_data_file );
		marketData_LMM_Global_gCalibration(config, pLmmSwaptionMarketData,config.get_abcdArray(),create_InitCorrelation(config), GMatrixMapping_PTR() );
		config.print("calib_config.csv");
	}


}
void test_calib_gMatrix_OneFile(const std::string& mkt_data_file)
{
	std::string folder_name;// = "TotalCalib\\" ;  config.use_positive_constraint_=true;
	std::string base_name_file = LMMPATH::get_BaseFileName(mkt_data_file) + "\\";
	folder_name+=base_name_file;
	LMMPATH::reset_Output_SubFolder(folder_name );

	LmmCalibrationConfig config;
	config.model_nbYear_=16;

	LmmSwaptionMarketData_PTR pLmmSwaptionMarketData=get_LmmSwaptionMarketData(config, mkt_data_file);

	config.correl_ReducedRank_= 30 ; config.correl_alpha_ = 0.000000001 ; config.correl_beta_  = 0.05;
	QuantLib::Array found_abcd = marketData_LMM_ABCD_calibration(config,pLmmSwaptionMarketData);

	//Correlation_PTR found_correlation_ptr = marketData_LMM_Correlation_calibration(config,pLmmSwaptionMarketData,found_abcd);

	config.correl_ReducedRank_= 3 ;

	//marketData_LMM_CascadeExact_calibration(config, pLmmSwaptionMarketData, found_abcd , create_InitCorrelation(config) );
	//config.use_local_calib_=true;
	//marketData_LMM_Local_gCalibration(config, pLmmSwaptionMarketData, found_abcd , create_InitCorrelation(config), GMatrixMapping_PTR() );
	//config.use_local_calib_=false;
	config.penalty_time_homogeneity_ = 1e-4 ; config.penalty_libor_ = 1e-6 ; config.use_positive_constraint_= true;
	marketData_LMM_Global_gCalibration(config, pLmmSwaptionMarketData, found_abcd , create_InitCorrelation(config), GMatrixMapping_PTR() );
}
void test_calib_gMatrixNegative_allData()
{
	std::vector<std::string> mkt_file_list = InputFileManager::get_VCUB_FileList();
	//size_t nbFile = 2;
	size_t nbFile = mkt_file_list.size();

	LmmCalibrationConfig config;
	config.model_nbYear_=16;

	//std::cout<<"------------------------------------------------------  HORIZON "<<nbYear<<" YR "<<std::endl;//ctndebug_calib_todelete
	for(size_t iFile=0 ; iFile< nbFile ; ++iFile)
	{
		std::string folder_name;// = "TotalCalib\\" ;  config.use_positive_constraint_=true;
		std::string base_name_file = LMMPATH::get_BaseFileName(mkt_file_list[iFile]) + "\\";
		folder_name+=base_name_file;
		LMMPATH::reset_Output_SubFolder(folder_name );

		LmmSwaptionMarketData_PTR pLmmSwaptionMarketData=get_LmmSwaptionMarketData(config, mkt_file_list[iFile]);

		config.correl_ReducedRank_= 30 ; config.correl_alpha_ = 0.000000001 ; config.correl_beta_  = 0.05;
		QuantLib::Array found_abcd = marketData_LMM_ABCD_calibration(config,pLmmSwaptionMarketData);

		//Correlation_PTR found_correlation_ptr = marketData_LMM_Correlation_calibration(config,pLmmSwaptionMarketData,found_abcd);

		config.correl_ReducedRank_= 3 ;

		//marketData_LMM_CascadeExact_calibration(config, pLmmSwaptionMarketData, found_abcd , create_InitCorrelation(config) );
		//config.use_local_calib_=true;
		//marketData_LMM_Local_gCalibration(config, pLmmSwaptionMarketData, found_abcd , create_InitCorrelation(config), GMatrixMapping_PTR() );
		//config.use_local_calib_=false;
		//config.penalty_time_homogeneity_ = 1e-4 ; config.penalty_libor_ = 1e-6 ; config.use_positive_constraint_=false;
		marketData_LMM_Global_gCalibration(config, pLmmSwaptionMarketData, found_abcd , create_InitCorrelation(config), GMatrixMapping_PTR() );

	}
}
void test_calibration_Cascade_then_Global(const std::string& mkt_data_filename)
{
	LmmCalibrationConfig config;
	config.reset_nbYear(16);
	config.correl_ReducedRank_= 3;

	config.correl_alpha_ = 0.000000001;
	config.correl_beta_  = 0.05;

	config.vol_abcd_.a_  = 0.25673;
	config.vol_abcd_.b_  = 0.00002;
	config.vol_abcd_.c_  = 0.547;
	config.vol_abcd_.d_  = 0.13998;

	config.use_positive_constraint_=true;
	

	std::stringstream foldername ;

	std::string base_name_file = LMMPATH::get_BaseFileName(mkt_data_filename) + "\\";
	foldername<<"Cascade_Then_Global\\";

	foldername << base_name_file ;

	LMMPATH::reset_Output_SubFolder(foldername.str() );


	LmmSwaptionMarketData_PTR pLmmSwaptionMarketData=get_LmmSwaptionMarketData(config, mkt_data_filename );

	GMatrixMapping_PTR pGMatrixMapping = marketData_LMM_CascadeExact_calibration(config, pLmmSwaptionMarketData, config.get_abcdArray() ,create_InitCorrelation(config));
	
	marketData_LMM_Global_gCalibration(config, pLmmSwaptionMarketData,config.get_abcdArray(),create_InitCorrelation(config),pGMatrixMapping );	
}
void test_LmmGenericSensitivity(const std::string& mkt_data_filename)
{

	LmmCalibrationConfig config;
	config.reset_nbYear(16);
	config.correl_ReducedRank_= 3;

	config.correl_alpha_ = 0.000000001;
	config.correl_beta_  = 0.05;

	config.vol_abcd_.a_  = 0.136554  ;
	config.vol_abcd_.b_  = 8.45E-06  ;
	config.vol_abcd_.c_  = 0.0439938 ;
	config.vol_abcd_.d_  = 0.0269172 ;
	
	config.penalty_libor_ = 1e-6;
	config.penalty_time_homogeneity_ = 1e-4;

	config.use_positive_constraint_=true;
	
	std::stringstream foldername ;

	std::string base_name_file = LMMPATH::get_BaseFileName(mkt_data_filename) + "\\";
	foldername<<"Regularized_";

	foldername << base_name_file ;

	LMMPATH::reset_Output_SubFolder(foldername.str() );
	
	LmmSwaptionMarketData_PTR pLmmSwaptionMarketData=get_LmmSwaptionMarketData(config, mkt_data_filename );

	//config.print("config_for_abcd_calibration.csv");
	//QuantLib::Array calibrated_abcd = marketData_LMM_ABCD_calibration(config,pLmmSwaptionMarketData);

	marketData_LMM_Global_gCalibration(config, pLmmSwaptionMarketData,config.get_abcdArray(),create_InitCorrelation(config), GMatrixMapping_PTR() );

	//QuantLib::Array calibrated_abcd(4);
	//config.correl_alpha_= 1e-7 ; config.correl_beta_= 1;
	//calibrated_abcd[0]=0.223519;calibrated_abcd[1]=1.36E-05;calibrated_abcd[2]=0.455953;calibrated_abcd[3]=0.140501;
	//Correlation_PTR pCorrelation = marketData_LMM_Correlation_calibration(config,pLmmSwaptionMarketData, calibrated_abcd );

	//config.print("config_for_correlation_calibration.csv");
	//Correlation_PTR pCorrelation = marketData_LMM_Correlation_calibration(config,pLmmSwaptionMarketData, calibrated_abcd );
	//Correlation_PTR pCorrelation = create_InitCorrelation(config);
	//GMatrixMapping_PTR pGMatrixMapping = marketData_LMM_CascadeExact_calibration(config, pLmmSwaptionMarketData, config.get_abcdArray() ,pCorrelation);
	//marketData_LMM_Global_gCalibration(config, pLmmSwaptionMarketData,config.get_abcdArray(),pCorrelation, pGMatrixMapping );



	foldername.str( std::string() ) ;
}
void test_LmmRegularizedCalibrationMarketData_OneFile(const std::string& mkt_data_file)
{

	LmmCalibrationConfig config;
	config.reset_nbYear(16);

	LmmSwaptionMarketData_PTR pLmmSwaptionMarketData=get_LmmSwaptionMarketData(config, mkt_data_file);

	config.correl_ReducedRank_= 30 ; config.correl_alpha_ = 0.000000001 ; config.correl_beta_  = 0.05;
	QuantLib::Array found_abcd = marketData_LMM_ABCD_calibration(config,pLmmSwaptionMarketData);

	config.correl_ReducedRank_= 3;
	config.use_positive_constraint_= true;

	std::vector<double> pel_time ; 
	std::vector<double> pel_libor; 

	generating_penalties_values(pel_time, pel_libor);

	const size_t penalty_matrix_size1 = pel_time.size();
	const size_t penalty_matrix_size2 = pel_libor.size();

	boost::numeric::ublas::matrix<double> quote_error_l2(penalty_matrix_size1,penalty_matrix_size2);
	boost::numeric::ublas::matrix<double> quote_error_l1(penalty_matrix_size1,penalty_matrix_size2);
	boost::numeric::ublas::matrix<double> quote_error_linf(penalty_matrix_size1,penalty_matrix_size2);

	boost::numeric::ublas::matrix<double> pel_timehomo_error_l2(penalty_matrix_size1,penalty_matrix_size2);
	boost::numeric::ublas::matrix<double> pel_timehomo_error_l1(penalty_matrix_size1,penalty_matrix_size2);
	boost::numeric::ublas::matrix<double> pel_timehomo_error_linf(penalty_matrix_size1,penalty_matrix_size2);
	boost::numeric::ublas::matrix<double> pel_liborsmoth_error_l2(penalty_matrix_size1,penalty_matrix_size2);
	boost::numeric::ublas::matrix<double> pel_liborsmoth_error_l1(penalty_matrix_size1,penalty_matrix_size2);
	boost::numeric::ublas::matrix<double> pel_liborsmoth_error_linf(penalty_matrix_size1,penalty_matrix_size2);


	for(size_t iPelTime=0;iPelTime<penalty_matrix_size1;++iPelTime)
	{
		for(size_t jPelLibor=0;jPelLibor<penalty_matrix_size2;++jPelLibor)
		{
			config.penalty_time_homogeneity_ = pel_time[iPelTime] ; 
			config.penalty_libor_            = pel_libor[jPelLibor];

			marketData_LMM_Global_gCalibration(config, pLmmSwaptionMarketData, found_abcd , create_InitCorrelation(config), GMatrixMapping_PTR() );

			quote_error_l2(iPelTime,jPelLibor)          = config.result_quote_error_l2 ;
			quote_error_l1(iPelTime,jPelLibor)          = config.result_quote_error_l1 ;
			quote_error_linf(iPelTime,jPelLibor)        = config.result_quote_error_linf ;
			pel_timehomo_error_l2(iPelTime,jPelLibor)   = config.result_pelTime_error_l2 ;
			pel_timehomo_error_l1(iPelTime,jPelLibor)   = config.result_pelTime_error_l1 ;
			pel_timehomo_error_linf(iPelTime,jPelLibor) = config.result_pelTime_error_linf ;
			pel_liborsmoth_error_l2(iPelTime,jPelLibor) = config.result_pelLibor_error_l2 ;
			pel_liborsmoth_error_l1(iPelTime,jPelLibor) = config.result_pelLibor_error_l1 ;
			pel_liborsmoth_error_linf(iPelTime,jPelLibor) = config.result_pelLibor_error_linf ;

			config.reset_result();			
		}
	}

	print_matrices_error
		(
		pel_time
		,pel_libor
		,quote_error_l2
		,quote_error_l1
		,quote_error_linf
		,pel_timehomo_error_l2
		,pel_timehomo_error_l1
		,pel_timehomo_error_linf
		,pel_liborsmoth_error_l2
		,pel_liborsmoth_error_l1
		,pel_liborsmoth_error_linf
		);
}