tarf_monte_carlo 3.11 → 3.12
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- checksums.yaml +4 -4
- data/ext/tarf_monte_carlo/tarf_monte_carlo.c +8 -4
- data/lib/tarf_monte_carlo/version.rb +1 -1
- metadata +1 -1
checksums.yaml
CHANGED
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@@ -1,7 +1,7 @@
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1
1
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---
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2
2
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SHA256:
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3
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-
metadata.gz:
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4
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-
data.tar.gz:
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3
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+
metadata.gz: 92b03e70d933ae7e53c9b8816bae025f315a455413684e542d03fb66b391fdb5
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4
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+
data.tar.gz: d18d1ac7aa941de3ebf8e5557635e8301a11002b468055a94c303d569edf9fdf
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5
5
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SHA512:
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6
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-
metadata.gz:
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7
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-
data.tar.gz:
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6
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+
metadata.gz: d54912e68221632f24689f1c69c88b8ca44daed63589025adb69910c4952b3819cf26d1ba9bf18e48a3db33bb017c39f7733494144a336633fd8a1da169557d1
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7
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+
data.tar.gz: 2a729f8b99b24bd1d7b7e9dea1d940d08bf0867efc22cb1cc18629f232bec75dd252d8360f82f11f5443af1026845293a13426193e7535af3f2c41df4de991d6
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@@ -124,10 +124,14 @@ VALUE method_run_monte_carlo( VALUE self, VALUE args ) {
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124
124
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vs_array[leg] = NUM2DBL( rb_ary_entry(vs, leg) );
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125
125
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bs_array[leg] = NUM2DBL( rb_ary_entry(bs, leg) );
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126
126
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DFs_array[leg] = NUM2DBL( rb_ary_entry(DFs, leg) );
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127
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-
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128
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-
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129
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-
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130
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-
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127
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+
if (KType == PIVOT_POINTS) {
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128
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+
Ps_array[leg] = NUM2DBL( rb_ary_entry(Ps, leg) );
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129
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+
} else if (KType == COLLAR_POINTS){
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130
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CFs_array[leg] = NUM2DBL( rb_ary_entry(CFs, leg) );
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131
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} else if (KType == DUAL_STRIKE_POINTS){
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132
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+
LSts_array[leg] = NUM2DBL( rb_ary_entry(LSts, leg) );
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133
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USts_array[leg] = NUM2DBL( rb_ary_entry(USts, leg) );
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134
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}
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131
135
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}
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132
136
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133
137
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//
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