tarf_monte_carlo 3.17 → 3.22

checksums.yaml

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

@@ -98,7 +98,7 @@ VALUE method_run_monte_carlo( VALUE self, VALUE args ) {
   int KType             = NUM2INT( rb_hash_aref(MCInputs, rb_str_new2("knockout_type")) );
   double S              = NUM2DBL( rb_hash_aref(MCInputs, rb_str_new2("spot_rate")) );
   int Ko_compare_mult   = NUM2INT( rb_hash_aref(MCInputs, rb_str_new2("multiplier")) );
-  int convertNotional   = NUM2INT( rb_hash_aref(MCInputs, rb_str_new2("convert_notional")) );
+  int ConvertNotional   = NUM2INT( rb_hash_aref(MCInputs, rb_str_new2("convert_notional")) );
 
   // assign leg specific attributes
   double *pvs_pos     = ( double* ) malloc( SCount * sizeof(double) );
@@ -217,6 +217,7 @@ VALUE method_run_monte_carlo( VALUE self, VALUE args ) {
             Ns_array[leg] = *(Ns_array + leg) / *( USts_array + leg );
           }
         }
+
         // dash
         if ( Spot_dash < *( LSts_array + leg ) ) {
           profit_loss_dash = Spot_dash - (*( LSts_array + leg ));
@@ -364,6 +365,7 @@ VALUE method_run_monte_carlo( VALUE self, VALUE args ) {
     } else if( KType == POINTS || KType == PIVOT_POINTS || KType == COLLAR_POINTS || KType == DOUBLE_STRIKE_POINTS ) {
       for( leg = 0; leg < NL; ++leg ) {
         // simulation normal
+        rb_p(DBL2NUM(*(Ns_array + leg )));
         if ( ko_so_far > 0.0 ) {
           if( sim[leg] >= 0.0 ) {
             // knock out condition

data/lib/tarf_monte_carlo/version.rb

@@ -3,5 +3,5 @@
 # gem yank tarf_monte_carlo -v 2.3
 
 module TarfMonteCarlo
-  VERSION = "3.17"
+  VERSION = "3.22"
 end

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: tarf_monte_carlo
 version: !ruby/object:Gem::Version
-  version: '3.17'
+  version: '3.22'
 platform: ruby
 authors:
 - Vivek Routh