tarf_monte_carlo 2.3.5 → 2.3.6

checksums.yaml

@@ -1,7 +1,7 @@
 ---
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data/ext/tarf_monte_carlo/tarf_monte_carlo.c

@@ -29,6 +29,7 @@
 #define POINTS 2 // knockout by points
 #define LEGS 3 // knockout by legs
 #define DATAPOINTS 200 // data for plotting
+#define INTERVAL 50
 
 // Defining a space for information and references
 // about the module to be stored internally
@@ -178,7 +179,8 @@ VALUE method_run_monte_carlo( VALUE self, VALUE args ) {
       //
       // Store spot and spot dash
       //
-      if( (sim_count + 1) % 50 == 0 ) {
+      if( (sim_count + 1) % INTERVAL == 0 ) {
+        rb_p(rb_str_new2("True condition"));
         metrics[ point_pos ][ leg ] = Spot;
         metrics[ point_pos + 2 ][ leg ] = Spot_dash;
       }
@@ -188,8 +190,6 @@ VALUE method_run_monte_carlo( VALUE self, VALUE args ) {
       if ( MCType == UNCHAINED ) {
         Spot = S;
         Spot_dash = S;
-        // VALUE sk = DBL2NUM( Spot );
-        // rb_p(sk)
       }
     }
     // legs loop end
@@ -300,7 +300,7 @@ VALUE method_run_monte_carlo( VALUE self, VALUE args ) {
       //
       // store and send whichever payoff you want
       //
-      if( (sim_count + 1) % 50 == 0 ) {
+      if( (sim_count + 1) % INTERVAL == 0 ) {
         metrics[ point_pos + 1 ][ leg ] = sim_pos[leg];
         metrics[ point_pos + 3 ][ leg ] = sim_dash_pos[leg];
       }
@@ -320,10 +320,11 @@ VALUE method_run_monte_carlo( VALUE self, VALUE args ) {
     //
     // increment metric storing point by 4
     //
-    if( (sim_count + 1) % 50 == 0 ) {
+    if( (sim_count + 1) % INTERVAL == 0 ) {
       point_pos += 4;
     }
   }
+  // run simulations loop
 
   //
   // sum all final +ve and -ve payoffs

data/lib/tarf_monte_carlo/version.rb

@@ -3,5 +3,5 @@
 # gem yank tarf_monte_carlo -v 2.3
 
 module TarfMonteCarlo
-  VERSION = "2.3.5"
+  VERSION = "2.3.6"
 end

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: tarf_monte_carlo
 version: !ruby/object:Gem::Version
-  version: 2.3.5
+  version: 2.3.6
 platform: ruby
 authors:
 - Vivek Routh