Using DirectX 11 matrices in a native plugin

Hi, I'm trying to create a unity native plugin that renders a point cloud inside unity using DirectX 11. I started using the native plugin example found here: http://docs.unity3d.com/Manual/NativePlugins.html I'm already loading the points from an obj file containing all the vertices positions, but I need to be able to get the camera view projection matrices from unity into my native plugin, so I followed the code here: http://forum.unity3d.com/threads/native-c-plugin-in-world-space.196512/ For some reason I can't get the matrices data structures to compile, I'm trying to use "XMFLOAT4X4A" and I include the DirectXMath.h header, for some reason I'm getting the following error: identifier "XMFLOAT4X4A" is undefined, when I try to use it in the tutorials code on MSDN web site it seems to work just fine so I'm not sure what kind of settings I'm missing here.

I would really appreciate some help with this issue, Amit